+49.1%
MSFT vs IJH
+48.6%
+0.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | -3.5% | -2.5% | -1.0% | -2.3% |
| 30D | -2.1% | -5.0% | +3.0% | +0.3% |
| 3M | +24.2% | +0.5% | +23.6% | +23.7% |
| 6M | +21.9% | +8.2% | +13.6% | +16.6% |
| YTD | +2.5% | +12.5% | -10.0% | -4.0% |
| 1Y | -0.8% | +14.4% | -15.2% | -8.0% |
| All | +49.1% | +48.6% | +0.6% | +25.5% |
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 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