+34.3%
IR vs IJH
+45.7%
-11.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | +0.4% |
| 7D | -3.1% | -2.5% | -0.6% | -0.2% |
| 30D | -14.0% | -5.0% | -9.0% | -8.7% |
| 3M | +3.7% | +0.5% | +3.2% | +3.3% |
| 6M | -15.4% | +8.2% | -23.6% | -22.1% |
| YTD | -7.7% | +12.5% | -20.1% | -18.3% |
| 1Y | -8.8% | +14.4% | -23.2% | -20.7% |
| 3Y | +5.6% | +49.5% | -43.9% | -30.4% |
| 5Y | +34.3% | +47.8% | -13.5% | -11.5% |
| All | +34.3% | +45.7% | -11.3% | -11.5% |
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