+14.3%
IJR vs GH
+78.9%
-64.5%
-5.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -3.6% | -2.6% | -1.0% | -3.4% |
| 3M | +2.3% | +25.1% | -22.8% | -0.9% |
| 6M | +14.3% | +78.5% | -64.1% | +5.1% |
| All | +14.3% | +78.9% | -64.5% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 6mo: compounded portfolio wealth divided by compounded GH 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…
6mo analysis · Full analysis span regression · 6 months rolling