+5.2%
LOW vs IJH
+48.0%
-42.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | -3.7% | -1.9% | -1.9% | -2.2% |
| 30D | -8.9% | -4.6% | -4.2% | -5.2% |
| 3M | -10.4% | -1.2% | -9.3% | -9.5% |
| 6M | -19.4% | +9.4% | -28.8% | -25.2% |
| YTD | -17.1% | +13.3% | -30.5% | -25.4% |
| 1Y | -26.3% | +13.4% | -39.6% | -33.8% |
| 3Y | -9.9% | +50.4% | -60.3% | -37.0% |
| All | +5.2% | +48.0% | -42.7% | -26.3% |
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