+50.4%
IJH vs WPM
+267.3%
-216.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.5% |
| 7D | -1.9% | -0.6% | -1.3% | -1.8% |
| 30D | -4.6% | +14.4% | -19.1% | -6.5% |
| 3M | -1.2% | +37.0% | -38.1% | -5.7% |
| 6M | +9.4% | +4.1% | +5.3% | +7.7% |
| YTD | +13.3% | +31.7% | -18.4% | +7.8% |
| 1Y | +13.4% | +44.2% | -30.8% | +6.4% |
| 3Y | +50.4% | +265.5% | -215.0% | +17.3% |
| All | +50.4% | +267.3% | -216.8% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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