+12.1%
IJH vs ROKU
+50.4%
-38.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.7% |
| 7D | -3.4% | +2.6% | -6.0% | -3.7% |
| 30D | -3.1% | +5.5% | -8.6% | -3.8% |
| 3M | -6.6% | +9.1% | -15.7% | -7.7% |
| 6M | -1.6% | +28.9% | -30.5% | -5.2% |
| YTD | +9.5% | +47.8% | -38.4% | +2.2% |
| 1Y | +12.1% | +51.8% | -39.7% | +5.0% |
| All | +12.1% | +50.4% | -38.3% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling