+47.8%
IJH vs RF
+88.8%
-41.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -3.8% | -4.0% | +0.2% | -2.1% |
| 3M | 0.0% | +5.6% | -5.5% | -2.7% |
| 6M | +8.8% | +13.1% | -4.3% | +2.3% |
| YTD | +13.5% | +13.6% | 0.0% | +6.3% |
| 1Y | +15.4% | +16.0% | -0.5% | +6.7% |
| 3Y | +50.9% | +90.2% | -39.3% | +9.2% |
| 5Y | +47.8% | +87.0% | -39.2% | +5.7% |
| All | +47.8% | +88.8% | -41.0% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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