+936.0%
IJH vs ZBH
+265.6%
+670.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | 0.0% |
| 7D | -2.5% | -6.6% | +4.1% | +0.1% |
| 30D | -5.0% | -4.9% | -0.1% | -3.2% |
| 3M | +0.5% | +5.1% | -4.6% | -2.1% |
| 6M | +8.2% | +1.3% | +6.9% | +6.3% |
| YTD | +12.5% | +3.4% | +9.1% | +9.3% |
| 1Y | +14.4% | -8.7% | +23.1% | +15.7% |
| 3Y | +49.5% | -21.2% | +70.7% | +57.4% |
| 5Y | +47.8% | -29.2% | +77.0% | +60.4% |
| 10Y | +180.4% | -17.5% | +197.9% | +172.8% |
| All | +936.0% | +265.6% | +670.5% | +482.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling