+6,770.4%
MELI vs IJH
+487.0%
+6,283.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.5% |
| 7D | -4.1% | -1.9% | -2.2% | -1.8% |
| 30D | +3.8% | -4.6% | +8.4% | +10.0% |
| 3M | +17.8% | -1.2% | +19.0% | +18.9% |
| 6M | +7.4% | +9.4% | -2.0% | -5.0% |
| YTD | -5.8% | +13.3% | -19.1% | -20.7% |
| 1Y | -18.9% | +13.4% | -32.2% | -31.9% |
| 3Y | +33.3% | +50.4% | -17.1% | -26.3% |
| 5Y | +2.7% | +49.0% | -46.2% | -37.6% |
| 10Y | +962.9% | +182.6% | +780.3% | +155.8% |
| All | +6,770.4% | +487.0% | +6,283.4% | +654.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling