+144.8%
MS vs IJH
+48.9%
+96.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | 0.0% |
| 7D | +2.5% | +1.0% | +1.4% | +1.4% |
| 30D | 0.0% | -3.1% | +3.1% | +3.4% |
| 3M | +2.4% | +1.9% | +0.5% | +0.3% |
| 6M | +36.4% | +11.0% | +25.4% | +22.1% |
| YTD | +23.8% | +14.7% | +9.1% | +7.4% |
| 1Y | +48.6% | +15.6% | +33.0% | +27.7% |
| 3Y | +179.1% | +52.5% | +126.6% | +82.7% |
| 5Y | +144.8% | +49.1% | +95.8% | +62.5% |
| All | +144.8% | +48.9% | +96.0% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling