+423.2%
IJH vs TRGP
+2,246.2%
-1,823.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | -5.0% | +10.0% | -15.0% | -7.2% |
| 3M | +0.5% | +7.6% | -7.1% | -1.6% |
| 6M | +8.2% | +26.8% | -18.6% | +1.7% |
| YTD | +12.4% | +60.6% | -48.1% | -0.1% |
| 1Y | +14.4% | +82.5% | -68.1% | -1.6% |
| 3Y | +49.5% | +265.0% | -215.5% | +8.8% |
| 5Y | +47.8% | +645.9% | -598.1% | -8.8% |
| 10Y | +180.4% | +850.6% | -670.3% | +40.4% |
| All | +423.2% | +2,246.2% | -1,823.0% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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