+179.3%
IJH vs TDY
+479.2%
-300.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.1% |
| 7D | -1.9% | -1.1% | -0.7% | -1.3% |
| 30D | -4.6% | -12.0% | +7.4% | +2.0% |
| 3M | -1.2% | -3.2% | +2.0% | +0.3% |
| 6M | +9.4% | -7.9% | +17.3% | +13.6% |
| YTD | +13.3% | +18.2% | -4.9% | +2.3% |
| 1Y | +13.4% | +6.7% | +6.7% | +7.9% |
| 3Y | +50.4% | +47.5% | +2.9% | +18.3% |
| 5Y | +49.0% | +39.5% | +9.5% | +19.1% |
| All | +179.3% | +479.2% | -300.0% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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