+1,045.0%
IJH vs TD
+2,662.9%
-1,617.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.4% |
| 7D | -2.5% | -2.6% | +0.1% | -1.0% |
| 30D | -5.0% | -1.0% | -4.0% | -4.6% |
| 3M | +0.5% | +5.6% | -5.1% | -3.0% |
| 6M | +8.2% | +27.1% | -18.9% | -6.6% |
| YTD | +12.4% | +29.4% | -17.0% | -4.1% |
| 1Y | +14.4% | +60.7% | -46.3% | -14.4% |
| 3Y | +49.5% | +127.6% | -78.1% | -10.4% |
| 5Y | +47.8% | +125.4% | -77.6% | -11.5% |
| 10Y | +180.4% | +300.4% | -120.0% | +18.9% |
| All | +1,045.0% | +2,662.9% | -1,617.9% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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