+629.3%
ON vs IJH
+184.0%
+445.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +7.2% |
| 7D | +2.4% | -1.9% | +4.2% | +5.6% |
| 30D | -8.6% | -4.6% | -4.0% | -1.1% |
| 3M | -34.3% | -1.2% | -33.2% | -32.3% |
| 6M | +28.5% | +9.4% | +19.1% | +14.4% |
| YTD | +40.6% | +13.3% | +27.3% | +18.7% |
| 1Y | +55.3% | +13.4% | +41.9% | +31.7% |
| 3Y | -22.2% | +50.4% | -72.6% | -56.0% |
| 5Y | +62.4% | +49.0% | +13.4% | -0.5% |
| All | +629.3% | +184.0% | +445.3% | +110.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling