+49.1%
IJH vs PL
+79.0%
-29.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | +1.0% | -7.5% | +8.5% | +1.8% |
| 30D | -3.1% | -25.6% | +22.5% | -0.3% |
| 3M | +1.9% | -45.6% | +47.5% | +7.7% |
| 6M | +11.0% | -29.5% | +40.5% | +11.9% |
| YTD | +14.7% | -9.7% | +24.4% | +11.7% |
| 1Y | +15.6% | +84.4% | -68.8% | +2.5% |
| 3Y | +52.5% | +550.0% | -497.5% | +5.6% |
| 5Y | +49.1% | +79.0% | -29.9% | +7.9% |
| All | +49.1% | +79.0% | -29.9% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling