+51.7%
IJH vs S
-56.8%
+108.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +0.1% | -7.7% | +7.8% | +1.1% |
| 30D | -1.5% | -5.3% | +3.8% | -1.0% |
| 3M | +0.8% | +20.3% | -19.5% | -2.3% |
| 6M | +7.6% | +47.4% | -39.8% | +0.8% |
| YTD | +15.5% | +32.5% | -17.1% | +9.5% |
| 1Y | +16.9% | +9.5% | +7.4% | +13.5% |
| 3Y | +48.1% | +15.5% | +32.5% | +39.5% |
| 5Y | +47.8% | -71.2% | +119.0% | +48.3% |
| All | +51.7% | -56.8% | +108.4% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling