+208.1%
INTC vs IJH
+1,054.0%
-845.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +1.8% |
| 7D | +7.5% | -1.9% | +9.3% | +9.6% |
| 30D | +2.0% | -4.6% | +6.6% | +7.4% |
| 3M | -12.0% | -1.2% | -10.8% | -10.0% |
| 6M | +114.5% | +9.4% | +105.1% | +99.6% |
| YTD | +179.0% | +13.3% | +165.6% | +151.7% |
| 1Y | +318.3% | +13.4% | +304.9% | +278.5% |
| 3Y | +171.2% | +50.4% | +120.8% | +87.1% |
| 5Y | +107.6% | +49.0% | +58.6% | +44.5% |
| 10Y | +258.5% | +182.6% | +75.9% | +23.5% |
| All | +208.1% | +1,054.0% | -845.9% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling