+49.2%
IJH vs ROIV
+319.4%
-270.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | -0.7% | +22.3% | -23.1% | -2.8% |
| 30D | -3.8% | +16.9% | -20.7% | -5.5% |
| 3M | 0.0% | +43.9% | -43.9% | -3.7% |
| 6M | +8.8% | +41.6% | -32.8% | +4.7% |
| YTD | +13.5% | +92.7% | -79.2% | +5.9% |
| 1Y | +15.4% | +210.2% | -194.8% | +2.8% |
| 3Y | +50.9% | +231.8% | -180.9% | +31.9% |
| All | +49.2% | +319.4% | -270.2% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling