+33.3%
MELI vs IJH
+49.7%
-16.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.0% |
| 7D | -4.1% | -1.9% | -2.2% | -2.9% |
| 30D | +3.8% | -4.6% | +8.4% | +7.0% |
| 3M | +17.8% | -1.2% | +19.0% | +18.5% |
| 6M | +7.4% | +9.4% | -2.0% | +0.6% |
| YTD | -5.8% | +13.3% | -19.1% | -13.9% |
| 1Y | -18.9% | +13.4% | -32.2% | -26.0% |
| 3Y | +33.3% | +50.4% | -17.1% | -5.2% |
| All | +33.3% | +49.7% | -16.4% | -5.2% |
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 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