+67.6%
MA vs IJH
+45.7%
+22.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.3% |
| 7D | -3.5% | -2.5% | -1.0% | -1.8% |
| 30D | +0.7% | -5.0% | +5.7% | +4.3% |
| 3M | +15.8% | +0.5% | +15.3% | +15.0% |
| 6M | +10.2% | +8.2% | +2.0% | +3.2% |
| YTD | -0.5% | +12.5% | -12.9% | -9.6% |
| 1Y | -1.8% | +14.4% | -16.2% | -12.1% |
| 3Y | +38.7% | +49.5% | -10.8% | -2.2% |
| 5Y | +67.6% | +47.8% | +19.8% | +18.2% |
| All | +67.6% | +45.7% | +22.0% | +18.2% |
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