+179.3%
IJH vs TRU
+147.2%
+32.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | -1.9% | -2.7% | +0.9% | -0.8% |
| 30D | -4.6% | -2.0% | -2.6% | -4.2% |
| 3M | -1.2% | +18.4% | -19.6% | -8.4% |
| 6M | +9.4% | +8.9% | +0.5% | +4.0% |
| YTD | +13.3% | -8.9% | +22.3% | +14.3% |
| 1Y | +13.4% | -15.9% | +29.3% | +17.3% |
| 3Y | +50.4% | -1.1% | +51.5% | +37.8% |
| 5Y | +49.0% | -35.2% | +84.1% | +62.5% |
| All | +179.3% | +147.2% | +32.1% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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