+289.3%
INTC vs IJH
+18.2%
+271.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.2% |
| 7D | +7.1% | +0.1% | +7.0% | +6.8% |
| 30D | -5.2% | -1.5% | -3.7% | -1.6% |
| 3M | -14.3% | +0.8% | -15.1% | -13.7% |
| 6M | +110.2% | +7.6% | +102.6% | +87.7% |
| YTD | +159.6% | +15.5% | +144.1% | +108.8% |
| 1Y | +289.3% | +16.9% | +272.4% | +212.7% |
| All | +289.3% | +18.2% | +271.1% | +212.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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