-7.2%
JD vs IJH
+50.0%
-57.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.7% |
| 7D | -3.0% | -0.7% | -2.3% | -2.5% |
| 30D | -19.3% | -3.8% | -15.5% | -17.2% |
| 3M | -6.0% | 0.0% | -6.0% | -6.4% |
| 6M | +1.8% | +8.8% | -7.0% | -4.8% |
| YTD | -2.6% | +13.5% | -16.1% | -12.0% |
| 1Y | -17.4% | +15.4% | -32.8% | -26.4% |
| All | -7.2% | +50.0% | -57.2% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling