+63.9%
META vs IJH
+48.9%
+15.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.2% |
| 7D | +6.0% | +1.0% | +5.0% | +4.9% |
| 30D | +3.6% | -3.1% | +6.7% | +7.2% |
| 3M | +4.9% | +1.9% | +3.0% | +2.5% |
| 6M | -4.7% | +11.0% | -15.7% | -15.3% |
| YTD | -6.9% | +14.7% | -21.6% | -20.5% |
| 1Y | -18.2% | +15.6% | -33.8% | -30.9% |
| 3Y | +107.8% | +52.5% | +55.2% | +22.7% |
| 5Y | +63.9% | +49.1% | +14.8% | +3.4% |
| All | +63.9% | +48.9% | +15.0% | +3.4% |
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 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