+45.3%
MO vs IJH
+17.8%
+27.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.6% |
| 7D | +6.9% | +1.7% | +5.2% | +7.3% |
| 30D | +14.9% | +1.2% | +13.7% | +15.3% |
| 3M | +16.4% | -3.4% | +19.9% | +15.4% |
| 6M | +9.6% | +3.7% | +5.9% | +10.2% |
| YTD | +41.8% | +13.9% | +27.9% | +42.7% |
| 1Y | +45.3% | +17.4% | +27.9% | +45.3% |
| All | +45.3% | +17.8% | +27.5% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling