+689.7%
IYR vs IJH
+963.4%
-273.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.1% |
| 7D | -1.4% | -1.9% | +0.5% | +0.3% |
| 30D | -2.7% | -4.6% | +2.0% | +1.5% |
| 3M | -2.1% | -1.2% | -1.0% | -1.4% |
| 6M | +3.6% | +9.4% | -5.8% | -5.0% |
| YTD | +8.1% | +13.3% | -5.2% | -4.1% |
| 1Y | +4.7% | +13.4% | -8.7% | -7.5% |
| 3Y | +29.1% | +50.4% | -21.3% | -13.5% |
| 5Y | +6.9% | +49.0% | -42.0% | -28.9% |
| 10Y | +69.0% | +182.6% | -113.6% | -42.0% |
| All | +689.7% | +963.4% | -273.8% | -4.0% |
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 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