+48.1%
IJH vs ZBH
-28.6%
+76.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.4% |
| 7D | -1.9% | -4.7% | +2.8% | -0.4% |
| 30D | -4.6% | -4.5% | -0.1% | -3.4% |
| 3M | -1.2% | +7.6% | -8.7% | -4.0% |
| 6M | +9.4% | +0.3% | +9.1% | +8.3% |
| YTD | +13.3% | +4.5% | +8.8% | +10.4% |
| 1Y | +13.4% | -9.4% | +22.8% | +15.3% |
| 3Y | +50.4% | -21.5% | +71.9% | +59.8% |
| All | +48.1% | -28.6% | +76.7% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 5y: compounded portfolio wealth divided by compounded ZBH 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…
5y analysis · Full analysis span regression · 6 months rolling