+1,593.8%
META vs IJH
+400.8%
+1,193.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.3% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | -10.8% | +1.0% | -11.7% | -11.4% |
| 3M | +7.9% | -4.1% | +12.0% | +11.9% |
| 6M | +5.4% | +0.7% | +4.6% | +4.6% |
| YTD | -2.6% | +13.2% | -15.8% | -12.8% |
| 1Y | +1.9% | +14.9% | -13.0% | -10.1% |
| 3Y | +97.0% | +58.4% | +38.6% | +30.6% |
| 5Y | +97.6% | +38.7% | +58.9% | +49.6% |
| 10Y | +436.0% | +177.9% | +258.1% | +126.1% |
| All | +1,593.8% | +400.8% | +1,193.0% | +445.3% |
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