+1,527.5%
META vs IJH
+410.8%
+1,116.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +6.7% | +0.1% | +6.6% | +6.6% |
| 30D | +4.8% | -1.5% | +6.2% | +6.1% |
| 3M | -1.6% | +0.8% | -2.4% | -2.4% |
| 6M | -7.5% | +7.6% | -15.0% | -13.3% |
| YTD | -6.4% | +15.5% | -21.9% | -17.7% |
| 1Y | -17.3% | +16.9% | -34.2% | -28.2% |
| 3Y | +109.9% | +48.1% | +61.9% | +47.4% |
| 5Y | +65.4% | +47.8% | +17.5% | +19.0% |
| 10Y | +391.8% | +178.6% | +213.2% | +106.8% |
| All | +1,527.5% | +410.8% | +1,116.6% | +414.8% |
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