+53.1%
MMM vs IJH
+184.0%
-130.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.7% |
| 7D | -2.1% | -1.9% | -0.3% | -0.7% |
| 30D | -9.8% | -4.6% | -5.2% | -6.5% |
| 3M | +4.9% | -1.2% | +6.1% | +5.9% |
| 6M | +7.3% | +9.4% | -2.1% | +0.3% |
| YTD | +4.5% | +13.3% | -8.8% | -5.0% |
| 1Y | +5.4% | +13.4% | -8.0% | -4.3% |
| 3Y | +98.6% | +50.4% | +48.1% | +46.9% |
| 5Y | +27.4% | +49.0% | -21.6% | -5.9% |
| All | +53.1% | +184.0% | -130.9% | -24.9% |
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