+47.8%
IJH vs TPR
+225.0%
-177.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.1% |
| 7D | -0.7% | -7.3% | +6.6% | +1.5% |
| 30D | -3.8% | -30.7% | +26.9% | +6.4% |
| 3M | 0.0% | -21.6% | +21.6% | +6.3% |
| 6M | +8.8% | -21.3% | +30.1% | +14.7% |
| YTD | +13.5% | -10.2% | +23.7% | +14.4% |
| 1Y | +15.4% | +9.5% | +5.9% | +8.6% |
| 3Y | +50.9% | +280.8% | -229.9% | -10.6% |
| 5Y | +47.8% | +218.7% | -170.9% | -10.8% |
| All | +47.8% | +225.0% | -177.2% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling