+1,513.2%
MU vs IJH
+1,075.9%
+437.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +5.9% |
| 7D | +9.0% | +0.1% | +8.9% | +8.8% |
| 30D | +13.8% | -1.5% | +15.3% | +16.5% |
| 3M | +2.1% | +0.8% | +1.3% | +3.1% |
| 6M | +153.8% | +7.6% | +146.2% | +135.1% |
| YTD | +256.4% | +15.5% | +240.9% | +198.0% |
| 1Y | +719.8% | +16.9% | +702.9% | +579.7% |
| 3Y | +1,360.4% | +48.1% | +1,312.3% | +784.5% |
| 5Y | +1,312.4% | +47.8% | +1,264.6% | +760.9% |
| 10Y | +6,142.6% | +178.6% | +5,964.0% | +1,353.8% |
| All | +1,513.2% | +1,075.9% | +437.3% | -51.3% |
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