+557.1%
IJH vs WU
-22.8%
+579.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -2.5% | -5.0% | +2.5% | -0.5% |
| 30D | -5.0% | -2.3% | -2.8% | -4.3% |
| 3M | +0.5% | -3.2% | +3.8% | -0.1% |
| 6M | +8.2% | -25.0% | +33.3% | +19.1% |
| YTD | +12.4% | -21.7% | +34.1% | +21.0% |
| 1Y | +14.4% | -9.0% | +23.3% | +14.5% |
| 3Y | +49.5% | -28.9% | +78.4% | +62.3% |
| 5Y | +47.8% | -51.0% | +98.8% | +83.8% |
| 10Y | +180.4% | -40.1% | +220.5% | +210.6% |
| All | +557.1% | -22.8% | +579.9% | +476.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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