+462.9%
META vs IJH
+171.8%
+291.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +5.2% | +2.3% | +2.9% | +3.1% |
| 30D | -13.0% | +2.1% | -15.1% | -14.5% |
| 3M | +7.9% | -5.7% | +13.6% | +13.6% |
| 6M | +4.2% | +1.4% | +2.8% | +2.8% |
| YTD | -2.5% | +12.6% | -15.2% | -12.5% |
| 1Y | +5.6% | +16.1% | -10.5% | -7.8% |
| 3Y | +96.8% | +57.8% | +39.0% | +30.4% |
| 5Y | +90.0% | +36.8% | +53.3% | +44.2% |
| All | +462.9% | +171.8% | +291.2% | +146.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling