+418.8%
META vs IJH
+176.8%
+242.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.1% | +7.6% | +7.5% |
| 7D | +10.3% | -0.7% | +11.0% | +10.9% |
| 30D | +9.9% | -3.8% | +13.7% | +13.6% |
| 3M | +11.9% | 0.0% | +11.9% | +11.7% |
| 6M | +1.2% | +8.8% | -7.6% | -6.2% |
| YTD | -0.8% | +13.5% | -14.3% | -11.5% |
| 1Y | -14.3% | +15.4% | -29.8% | -24.8% |
| 3Y | +121.4% | +50.9% | +70.4% | +52.7% |
| 5Y | +74.5% | +47.8% | +26.7% | +25.3% |
| 10Y | +418.8% | +183.1% | +235.8% | +136.4% |
| All | +418.8% | +176.8% | +242.0% | +136.4% |
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