-61.8%
JD vs IJH
+45.7%
-107.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.9% |
| 7D | -2.6% | -2.5% | -0.1% | -0.4% |
| 30D | -15.4% | -5.0% | -10.3% | -11.5% |
| 3M | -5.0% | +0.5% | -5.6% | -6.0% |
| 6M | +0.9% | +8.2% | -7.3% | -7.0% |
| YTD | -2.5% | +12.5% | -14.9% | -13.6% |
| 1Y | -16.0% | +14.4% | -30.4% | -26.9% |
| 3Y | -8.5% | +49.5% | -58.0% | -41.2% |
| 5Y | -61.8% | +47.8% | -109.6% | -75.1% |
| All | -61.8% | +45.7% | -107.4% | -75.1% |
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 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