+182.7%
MS vs IJH
+50.0%
+132.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | +0.8% |
| 7D | +1.7% | -0.7% | +2.4% | +2.5% |
| 30D | 0.0% | -3.8% | +3.9% | +4.5% |
| 3M | +3.0% | 0.0% | +3.0% | +2.9% |
| 6M | +35.7% | +8.8% | +26.9% | +23.2% |
| YTD | +23.3% | +13.5% | +9.8% | +7.0% |
| 1Y | +44.7% | +15.4% | +29.3% | +23.0% |
| All | +182.7% | +50.0% | +132.7% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling