+2,094.8%
O vs IJH
+1,055.9%
+1,039.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.6% |
| 7D | -2.3% | -0.7% | -1.5% | -1.7% |
| 30D | -2.4% | -3.8% | +1.4% | +0.6% |
| 3M | -0.6% | 0.0% | -0.6% | -1.0% |
| 6M | -5.0% | +8.8% | -13.7% | -11.9% |
| YTD | +10.4% | +13.5% | -3.1% | -1.5% |
| 1Y | +6.6% | +15.4% | -8.8% | -6.5% |
| 3Y | +28.4% | +50.9% | -22.5% | -13.0% |
| 5Y | +15.3% | +47.8% | -32.5% | -23.0% |
| 10Y | +55.3% | +183.1% | -127.7% | -42.8% |
| All | +2,094.8% | +1,055.9% | +1,039.0% | +191.8% |
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 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