+16.5%
JD vs IJH
+184.0%
-167.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.5% |
| 7D | -4.2% | -1.9% | -2.4% | -2.8% |
| 30D | -14.4% | -4.6% | -9.8% | -11.2% |
| 3M | -3.6% | -1.2% | -2.4% | -3.0% |
| 6M | -0.3% | +9.4% | -9.7% | -7.9% |
| YTD | -2.4% | +13.3% | -15.7% | -12.5% |
| 1Y | -18.5% | +13.4% | -31.9% | -27.1% |
| 3Y | -7.0% | +50.4% | -57.5% | -34.9% |
| 5Y | -61.7% | +49.0% | -110.7% | -72.7% |
| All | +16.5% | +184.0% | -167.5% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling