+48.1%
IJH vs TXG
-62.8%
+110.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.3% |
| 7D | -1.9% | +9.5% | -11.3% | -3.3% |
| 30D | -4.6% | +18.8% | -23.4% | -7.4% |
| 3M | -1.2% | +136.1% | -137.3% | -14.9% |
| 6M | +9.4% | +235.2% | -225.8% | -12.0% |
| YTD | +13.3% | +320.5% | -307.2% | -12.8% |
| 1Y | +13.4% | +425.2% | -411.8% | -17.1% |
| 3Y | +50.4% | +42.9% | +7.5% | +29.2% |
| All | +48.1% | -62.8% | +110.9% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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