+938.5%
IJH vs TRI
+509.5%
+429.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | 0.0% |
| 7D | -1.9% | -7.9% | +6.0% | +1.6% |
| 30D | -4.6% | -4.5% | -0.1% | -3.3% |
| 3M | -1.2% | +22.1% | -23.3% | -12.1% |
| 6M | +9.4% | -2.8% | +12.2% | +5.9% |
| YTD | +13.3% | -23.4% | +36.7% | +20.5% |
| 1Y | +13.4% | -41.5% | +54.9% | +37.6% |
| 3Y | +50.4% | -19.2% | +69.6% | +50.3% |
| 5Y | +49.0% | -9.4% | +58.4% | +38.6% |
| 10Y | +182.6% | +195.6% | -13.0% | +39.2% |
| All | +938.5% | +509.5% | +429.0% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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