+4,961.0%
MO vs IJH
+1,054.0%
+3,907.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +0.1% | -1.9% | +2.0% | +0.9% |
| 30D | +7.1% | -4.6% | +11.8% | +9.0% |
| 3M | -2.0% | -1.2% | -0.8% | -1.7% |
| 6M | +7.3% | +9.4% | -2.1% | +3.1% |
| YTD | +23.5% | +13.3% | +10.1% | +16.8% |
| 1Y | +11.0% | +13.4% | -2.4% | +4.8% |
| 3Y | +95.0% | +50.4% | +44.6% | +61.2% |
| 5Y | +100.6% | +49.0% | +51.7% | +64.1% |
| 10Y | +114.5% | +182.6% | -68.0% | +33.0% |
| All | +4,961.0% | +1,054.0% | +3,907.0% | +1,911.4% |
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 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