+289.8%
ON vs IJH
+1,045.0%
-755.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | +0.3% |
| 7D | -4.7% | -2.5% | -2.2% | -1.1% |
| 30D | -13.5% | -5.0% | -8.5% | -6.4% |
| 3M | -36.3% | +0.5% | -36.8% | -36.1% |
| 6M | +17.8% | +8.2% | +9.5% | +7.4% |
| YTD | +29.6% | +12.4% | +17.1% | +12.0% |
| 1Y | +45.8% | +14.4% | +31.4% | +23.6% |
| 3Y | -28.3% | +49.5% | -77.8% | -57.3% |
| 5Y | +49.6% | +47.8% | +1.9% | -3.0% |
| 10Y | +583.9% | +180.4% | +403.5% | +96.5% |
| All | +289.8% | +1,045.0% | -755.2% | -83.7% |
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