+177.1%
IJH vs TPR
+318.3%
-141.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.5% |
| 7D | -2.5% | -5.1% | +2.6% | -1.0% |
| 30D | -5.0% | -27.6% | +22.5% | +4.0% |
| 3M | +0.5% | -17.5% | +18.0% | +5.4% |
| 6M | +8.2% | -21.3% | +29.6% | +14.5% |
| YTD | +12.5% | -8.5% | +20.9% | +13.0% |
| 1Y | +14.4% | +11.5% | +2.9% | +7.4% |
| 3Y | +49.5% | +288.0% | -238.5% | -9.3% |
| 5Y | +47.8% | +225.2% | -177.4% | -8.5% |
| All | +177.1% | +318.3% | -141.2% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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