+50.7%
IJH vs REPL
-27.0%
+77.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | -0.7% | -9.6% | +8.8% | -0.7% |
| 30D | -3.8% | +5.7% | -9.5% | -3.9% |
| 3M | 0.0% | +56.4% | -56.4% | -0.7% |
| 6M | +8.8% | +67.4% | -58.7% | +7.0% |
| YTD | +13.5% | +48.7% | -35.1% | +11.8% |
| 1Y | +15.4% | +148.3% | -132.9% | +11.9% |
| All | +50.7% | -27.0% | +77.7% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling