+48.8%
IJH vs S
-57.1%
+105.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -1.9% | -0.7% | -1.2% | -1.8% |
| 30D | -4.6% | -11.4% | +6.8% | -3.3% |
| 3M | -1.2% | +33.8% | -35.0% | -5.5% |
| 6M | +9.4% | +39.5% | -30.1% | +3.3% |
| YTD | +13.3% | +31.7% | -18.3% | +7.6% |
| 1Y | +13.4% | +7.0% | +6.4% | +10.5% |
| 3Y | +50.4% | +11.8% | +38.7% | +42.3% |
| 5Y | +49.0% | -69.0% | +118.0% | +49.5% |
| All | +48.8% | -57.1% | +105.9% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling