+103.2%
INTC vs IJH
+48.0%
+55.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +1.6% |
| 7D | +7.5% | -1.9% | +9.3% | +10.0% |
| 30D | +2.0% | -4.6% | +6.6% | +8.4% |
| 3M | -12.0% | -1.2% | -10.8% | -9.7% |
| 6M | +114.5% | +9.4% | +105.1% | +97.7% |
| YTD | +179.0% | +13.3% | +165.6% | +148.6% |
| 1Y | +318.3% | +13.4% | +304.9% | +273.7% |
| 3Y | +171.2% | +50.4% | +120.8% | +84.3% |
| All | +103.2% | +48.0% | +55.3% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling