+1,047.0%
IJH vs RF
+290.9%
+756.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.5% |
| 7D | +2.3% | +1.9% | +0.3% | +1.8% |
| 30D | +2.1% | +7.3% | -5.3% | +0.1% |
| 3M | -5.7% | -7.9% | +2.3% | -3.5% |
| 6M | +1.4% | +10.5% | -9.1% | -1.5% |
| YTD | +12.6% | +9.6% | +3.0% | +9.4% |
| 1Y | +16.1% | +20.3% | -4.2% | +9.9% |
| 3Y | +57.8% | +119.5% | -61.7% | +26.0% |
| 5Y | +36.8% | +48.2% | -11.4% | +19.8% |
| 10Y | +173.7% | +234.3% | -60.5% | +87.6% |
| All | +1,047.0% | +290.9% | +756.1% | +439.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling