+49.3%
IJH vs WEC
+39.2%
+10.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.8% |
| 7D | -2.5% | -1.3% | -1.2% | -2.3% |
| 30D | -5.0% | -0.4% | -4.6% | -5.0% |
| 3M | +0.5% | -6.8% | +7.3% | +1.8% |
| 6M | +8.2% | -6.4% | +14.6% | +9.5% |
| YTD | +12.5% | +2.5% | +10.0% | +11.3% |
| 1Y | +14.4% | -0.4% | +14.8% | +13.8% |
| All | +49.3% | +39.2% | +10.1% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 3y: compounded portfolio wealth divided by compounded WEC 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…
3y analysis · Full analysis span regression · 6 months rolling