+48.1%
IJH vs UL
+18.7%
+29.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -1.9% | -3.4% | +1.5% | -1.1% |
| 30D | -4.6% | +0.5% | -5.1% | -4.8% |
| 3M | -1.2% | +7.2% | -8.4% | -3.1% |
| 6M | +9.4% | -3.1% | +12.5% | +9.9% |
| YTD | +13.3% | -2.7% | +16.0% | +13.5% |
| 1Y | +13.4% | -10.2% | +23.6% | +16.0% |
| 3Y | +50.4% | +20.3% | +30.2% | +38.3% |
| All | +48.1% | +18.7% | +29.4% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling