+14.4%
IJH vs TMF
-25.6%
+40.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.4% |
| 7D | -2.5% | -4.8% | +2.3% | -1.7% |
| 30D | -5.0% | -4.9% | -0.1% | -4.3% |
| 3M | +0.5% | -13.4% | +13.9% | +2.8% |
| 6M | +8.2% | -23.0% | +31.3% | +11.3% |
| YTD | +12.5% | -20.2% | +32.6% | +15.7% |
| 1Y | +14.4% | -26.5% | +40.9% | +18.1% |
| All | +14.4% | -25.6% | +40.0% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling