+1,068.3%
IJH vs ROP
+2,815.3%
-1,747.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | +0.8% |
| 7D | +1.0% | -5.4% | +6.4% | +3.7% |
| 30D | -3.1% | -1.6% | -1.5% | -2.5% |
| 3M | +1.9% | +18.8% | -16.9% | -7.4% |
| 6M | +11.0% | +8.2% | +2.8% | +4.9% |
| YTD | +14.7% | -10.5% | +25.2% | +18.3% |
| 1Y | +15.6% | -23.7% | +39.3% | +28.8% |
| 3Y | +52.5% | -17.9% | +70.4% | +62.7% |
| 5Y | +49.1% | -15.3% | +64.4% | +55.4% |
| 10Y | +177.7% | +133.4% | +44.3% | +73.3% |
| All | +1,068.3% | +2,815.3% | -1,747.0% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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