+2,536.7%
MSFT vs IJH
+1,055.9%
+1,480.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.4% |
| 7D | -1.0% | -0.7% | -0.3% | -0.4% |
| 30D | -2.7% | -3.8% | +1.2% | +0.4% |
| 3M | +22.1% | 0.0% | +22.1% | +21.8% |
| 6M | +20.6% | +8.8% | +11.8% | +11.9% |
| YTD | +2.3% | +13.5% | -11.2% | -8.6% |
| 1Y | -0.5% | +15.4% | -16.0% | -12.7% |
| 3Y | +50.5% | +50.9% | -0.4% | +3.4% |
| 5Y | +72.3% | +47.8% | +24.5% | +20.0% |
| 10Y | +885.0% | +183.1% | +702.0% | +283.0% |
| All | +2,536.7% | +1,055.9% | +1,480.8% | +152.6% |
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 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