+361.0%
ORLY vs IJH
+184.0%
+177.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | -2.4% | -1.9% | -0.5% | -1.3% |
| 30D | -6.8% | -4.6% | -2.1% | -4.3% |
| 3M | -4.8% | -1.2% | -3.6% | -4.3% |
| 6M | -9.1% | +9.4% | -18.5% | -13.9% |
| YTD | -5.9% | +13.3% | -19.2% | -12.8% |
| 1Y | -20.4% | +13.4% | -33.8% | -26.5% |
| 3Y | +36.6% | +50.4% | -13.9% | +3.6% |
| 5Y | +117.3% | +49.0% | +68.4% | +62.7% |
| All | +361.0% | +184.0% | +177.0% | +107.6% |
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