+47.8%
IJH vs S
-70.4%
+118.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.2% |
| 7D | -2.5% | +0.1% | -2.5% | -2.5% |
| 30D | -5.0% | -11.8% | +6.8% | -3.6% |
| 3M | +0.5% | +33.9% | -33.4% | -4.2% |
| 6M | +8.2% | +40.1% | -31.9% | +1.8% |
| YTD | +12.5% | +32.1% | -19.6% | +6.4% |
| 1Y | +14.4% | +11.0% | +3.3% | +10.7% |
| 3Y | +49.5% | +16.9% | +32.6% | +40.0% |
| 5Y | +47.8% | -68.9% | +116.7% | +50.8% |
| All | +47.8% | -70.4% | +118.2% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling