+250.7%
IJH vs USFR
+27.6%
+223.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -3.8% | +0.3% | -4.1% | -4.0% |
| 3M | 0.0% | +1.0% | -1.0% | -0.4% |
| 6M | +8.8% | +1.9% | +6.8% | +7.8% |
| YTD | +13.5% | +2.7% | +10.9% | +12.2% |
| 1Y | +15.4% | +4.0% | +11.4% | +13.4% |
| 3Y | +50.9% | +14.0% | +36.9% | +42.2% |
| 5Y | +47.8% | +20.4% | +27.4% | +35.7% |
| 10Y | +183.1% | +28.0% | +155.0% | +154.0% |
| All | +250.7% | +27.6% | +223.1% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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