+1,245.2%
MU vs IJH
+48.0%
+1,197.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.4% |
| 7D | -4.1% | -1.9% | -2.2% | -1.3% |
| 30D | +7.0% | -4.6% | +11.7% | +15.1% |
| 3M | -2.1% | -1.2% | -0.9% | +1.2% |
| 6M | +133.1% | +9.4% | +123.7% | +111.5% |
| YTD | +241.9% | +13.3% | +228.6% | +196.2% |
| 1Y | +548.8% | +13.4% | +535.4% | +466.1% |
| 3Y | +1,308.2% | +50.4% | +1,257.8% | +789.2% |
| All | +1,245.2% | +48.0% | +1,197.2% | +799.8% |
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