-22.2%
ON vs IJH
+49.7%
-71.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +7.1% |
| 7D | +2.4% | -1.9% | +4.2% | +6.0% |
| 30D | -8.6% | -4.6% | -4.0% | -0.2% |
| 3M | -34.3% | -1.2% | -33.2% | -32.1% |
| 6M | +28.5% | +9.4% | +19.1% | +13.4% |
| YTD | +40.6% | +13.3% | +27.3% | +17.1% |
| 1Y | +55.3% | +13.4% | +41.9% | +29.9% |
| 3Y | -22.2% | +50.4% | -72.6% | -54.2% |
| All | -22.2% | +49.7% | -71.9% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling