+57.4%
INTC vs IJH
+17.8%
+39.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -5.3% |
| 7D | -39.0% | +1.7% | -40.7% | -41.0% |
| 30D | -49.8% | +1.2% | -51.1% | -51.0% |
| 3M | -42.2% | -3.4% | -38.8% | -36.5% |
| 6M | -39.2% | +3.7% | -42.8% | -41.0% |
| YTD | +57.9% | +13.9% | +44.0% | +31.0% |
| 1Y | +57.4% | +17.4% | +39.9% | +23.8% |
| All | +57.4% | +17.8% | +39.6% | +23.8% |
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