+1,085.3%
IJH vs TECK
+2,066.2%
-980.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | +0.3% |
| 7D | -2.5% | -4.2% | +1.7% | -1.7% |
| 30D | -5.0% | -0.4% | -4.7% | -5.1% |
| 3M | +0.5% | +10.1% | -9.6% | -1.9% |
| 6M | +8.2% | +26.0% | -17.8% | +2.3% |
| YTD | +12.4% | +38.0% | -25.6% | +3.8% |
| 1Y | +14.4% | +63.8% | -49.4% | +1.6% |
| 3Y | +49.5% | +68.5% | -19.0% | +29.0% |
| 5Y | +47.8% | +179.2% | -131.4% | +11.2% |
| 10Y | +180.4% | +358.6% | -178.2% | +72.5% |
| All | +1,085.3% | +2,066.2% | -980.9% | +450.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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