-1.4%
LOW vs IJH
+17.8%
-19.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +6.9% | +7.0% |
| 7D | +15.6% | +1.7% | +13.9% | +14.0% |
| 30D | +28.6% | +1.2% | +27.4% | +27.2% |
| 3M | +5.8% | -3.4% | +9.3% | +9.0% |
| 6M | +3.8% | +3.7% | +0.1% | +0.2% |
| YTD | -2.8% | +13.9% | -16.7% | -13.0% |
| 1Y | -1.4% | +17.4% | -18.8% | -13.9% |
| All | -1.4% | +17.8% | -19.2% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling