+13.4%
IJH vs Z
-62.2%
+75.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.4% |
| 7D | -1.9% | -6.0% | +4.2% | -1.3% |
| 30D | -4.6% | -2.3% | -2.4% | -4.6% |
| 3M | -1.2% | -0.6% | -0.5% | -1.4% |
| 6M | +9.4% | -27.6% | +37.0% | +13.1% |
| YTD | +13.3% | -52.4% | +65.7% | +22.2% |
| 1Y | +13.4% | -63.6% | +77.0% | +23.5% |
| All | +13.4% | -62.2% | +75.6% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling