+73.9%
MSFT vs IJH
+48.0%
+25.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.1% |
| 7D | -0.8% | -1.9% | +1.0% | +0.5% |
| 30D | +0.8% | -4.6% | +5.5% | +4.1% |
| 3M | +27.2% | -1.2% | +28.4% | +28.1% |
| 6M | +22.9% | +9.4% | +13.5% | +14.8% |
| YTD | +3.1% | +13.3% | -10.2% | -6.3% |
| 1Y | -0.3% | +13.4% | -13.6% | -9.7% |
| 3Y | +50.1% | +50.4% | -0.3% | +6.3% |
| All | +73.9% | +48.0% | +25.9% | +23.6% |
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