+179.3%
IJH vs UL
+66.7%
+112.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -1.9% | -3.4% | +1.5% | -0.7% |
| 30D | -4.6% | +0.5% | -5.1% | -4.8% |
| 3M | -1.2% | +7.2% | -8.4% | -4.0% |
| 6M | +9.4% | -3.1% | +12.5% | +9.9% |
| YTD | +13.3% | -2.7% | +16.0% | +13.4% |
| 1Y | +13.4% | -10.2% | +23.6% | +16.6% |
| 3Y | +50.4% | +20.3% | +30.2% | +35.8% |
| 5Y | +49.0% | +19.9% | +29.0% | +32.4% |
| All | +179.3% | +66.7% | +112.6% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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