+965.4%
IJH vs TNA
+924.1%
+41.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -1.9% | -7.3% | +5.4% | +0.3% |
| 30D | -4.6% | -14.2% | +9.5% | -0.4% |
| 3M | -1.2% | -4.6% | +3.4% | -0.2% |
| 6M | +9.4% | +36.9% | -27.5% | -2.0% |
| YTD | +13.3% | +42.5% | -29.2% | -0.4% |
| 1Y | +13.4% | +45.8% | -32.4% | -2.2% |
| 3Y | +50.4% | +104.7% | -54.2% | +6.4% |
| 5Y | +49.0% | -21.7% | +70.7% | +25.6% |
| 10Y | +182.6% | +83.8% | +98.8% | +41.5% |
| All | +965.4% | +924.1% | +41.3% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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