+45.4%
ORCL vs IJH
+37.1%
+8.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | 0.0% |
| 7D | +10.4% | +3.0% | +7.3% | +7.7% |
| 30D | -11.2% | +0.8% | -12.0% | -11.6% |
| 3M | -16.8% | -5.1% | -11.7% | -12.6% |
| 6M | -31.5% | +1.3% | -32.7% | -31.7% |
| YTD | -33.9% | +12.8% | -46.7% | -39.6% |
| 1Y | -43.3% | +14.1% | -57.4% | -48.6% |
| 3Y | +16.5% | +57.8% | -41.3% | -16.8% |
| 5Y | +45.4% | +36.9% | +8.4% | +14.0% |
| All | +45.4% | +37.1% | +8.3% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling