+1,054.0%
IJH vs TDY
+4,544.5%
-3,490.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -1.9% | -1.1% | -0.7% | -1.5% |
| 30D | -4.6% | -12.0% | +7.4% | -0.3% |
| 3M | -1.2% | -3.2% | +2.0% | -0.2% |
| 6M | +9.4% | -7.9% | +17.3% | +12.3% |
| YTD | +13.3% | +18.2% | -4.9% | +6.2% |
| 1Y | +13.4% | +6.7% | +6.7% | +10.1% |
| 3Y | +50.4% | +47.5% | +2.9% | +29.7% |
| 5Y | +49.0% | +39.5% | +9.5% | +30.4% |
| 10Y | +182.6% | +477.2% | -294.6% | +56.1% |
| All | +1,054.0% | +4,544.5% | -3,490.5% | +300.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling