+1,045.0%
IJH vs WY
+192.1%
+852.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | +0.3% |
| 7D | -2.5% | -3.7% | +1.2% | -0.8% |
| 30D | -5.0% | -11.3% | +6.3% | +0.2% |
| 3M | +0.5% | -8.1% | +8.7% | +3.9% |
| 6M | +8.2% | -7.4% | +15.7% | +11.1% |
| YTD | +12.5% | -4.7% | +17.2% | +13.4% |
| 1Y | +14.4% | -9.2% | +23.6% | +17.6% |
| 3Y | +49.5% | -24.7% | +74.2% | +65.3% |
| 5Y | +47.8% | -21.6% | +69.4% | +58.9% |
| 10Y | +180.4% | +6.7% | +173.7% | +141.9% |
| All | +1,045.0% | +192.1% | +852.9% | +478.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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