+78.2%
IJH vs ROIV
+289.9%
-211.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.7% |
| 7D | -2.5% | +19.0% | -21.5% | -4.3% |
| 30D | -5.0% | +16.1% | -21.2% | -6.6% |
| 3M | +0.5% | +44.1% | -43.6% | -3.2% |
| 6M | +8.2% | +37.8% | -29.6% | +4.4% |
| YTD | +12.5% | +88.7% | -76.2% | +5.1% |
| 1Y | +14.4% | +197.3% | -182.9% | +2.2% |
| 3Y | +49.5% | +224.9% | -175.4% | +30.9% |
| 5Y | +47.8% | +311.0% | -263.3% | +19.3% |
| All | +78.2% | +289.9% | -211.7% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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