+81.8%
IJH vs ROIV
+295.0%
-213.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +18.8% | -19.4% | -2.4% |
| 7D | +1.0% | +20.2% | -19.1% | -0.9% |
| 30D | -3.1% | +14.1% | -17.3% | -4.5% |
| 3M | +1.9% | +45.6% | -43.7% | -2.0% |
| 6M | +11.0% | +44.1% | -33.1% | +6.7% |
| YTD | +14.7% | +91.2% | -76.4% | +7.1% |
| 1Y | +15.6% | +221.3% | -205.7% | +2.5% |
| 3Y | +52.5% | +229.2% | -176.7% | +33.3% |
| 5Y | +49.1% | +316.5% | -267.4% | +20.1% |
| All | +81.8% | +295.0% | -213.2% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling