+110.2%
IJH vs REPL
-19.2%
+129.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.9% |
| 7D | -1.9% | -14.1% | +12.2% | -1.3% |
| 30D | -4.6% | -15.2% | +10.6% | -4.1% |
| 3M | -1.2% | +49.9% | -51.0% | -4.7% |
| 6M | +9.4% | +63.5% | -54.1% | +0.6% |
| YTD | +13.3% | +32.9% | -19.6% | +5.1% |
| 1Y | +13.4% | +115.0% | -101.6% | -0.8% |
| 3Y | +50.4% | -34.7% | +85.2% | +26.1% |
| 5Y | +49.0% | -59.7% | +108.6% | +27.5% |
| All | +110.2% | -19.2% | +129.4% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling