+194.0%
IJH vs Z
+16.2%
+177.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.7% | -7.1% | +6.3% | +0.6% |
| 30D | -3.8% | -4.8% | +0.9% | -3.2% |
| 3M | 0.0% | -9.3% | +9.4% | +1.2% |
| 6M | +8.8% | -29.0% | +37.7% | +14.8% |
| YTD | +13.5% | -52.9% | +66.4% | +28.7% |
| 1Y | +15.4% | -63.1% | +78.5% | +36.6% |
| 3Y | +50.9% | -36.9% | +87.8% | +56.3% |
| 5Y | +47.8% | -65.5% | +113.3% | +61.0% |
| 10Y | +183.1% | -3.9% | +186.9% | +126.4% |
| All | +194.0% | +16.2% | +177.8% | +122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling