+1,045.0%
IJH vs UL
+756.3%
+288.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.4% |
| 7D | -2.5% | -4.1% | +1.6% | -0.8% |
| 30D | -5.0% | -1.2% | -3.8% | -4.6% |
| 3M | +0.5% | +6.0% | -5.4% | -2.4% |
| 6M | +8.2% | -5.5% | +13.7% | +9.8% |
| YTD | +12.4% | -3.3% | +15.8% | +12.7% |
| 1Y | +14.4% | -9.8% | +24.2% | +17.7% |
| 3Y | +49.5% | +20.1% | +29.4% | +33.7% |
| 5Y | +47.8% | +19.2% | +28.6% | +30.3% |
| 10Y | +180.4% | +65.4% | +115.0% | +107.2% |
| All | +1,045.0% | +756.3% | +288.7% | +396.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling