+136.8%
IJH vs ROKU
+880.6%
-743.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -1.9% | -0.4% | -1.4% | -1.8% |
| 30D | -4.6% | +2.1% | -6.7% | -4.9% |
| 3M | -1.2% | +29.5% | -30.7% | -4.2% |
| 6M | +9.4% | +53.8% | -44.4% | +3.8% |
| YTD | +13.3% | +42.8% | -29.5% | +8.1% |
| 1Y | +13.4% | +60.7% | -47.3% | +6.6% |
| 3Y | +50.4% | +83.9% | -33.5% | +34.7% |
| 5Y | +49.0% | -52.8% | +101.8% | +41.9% |
| All | +136.8% | +880.6% | -743.7% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling