-75.2%
PATH vs IJH
+36.2%
-111.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.5% |
| 7D | +2.1% | +2.3% | -0.2% | -1.7% |
| 30D | +1.6% | +2.1% | -0.5% | -1.9% |
| 3M | -20.4% | -5.7% | -14.8% | -13.2% |
| 6M | +40.1% | +1.4% | +38.7% | +35.3% |
| YTD | -19.0% | +12.6% | -31.7% | -35.6% |
| 1Y | -5.8% | +16.1% | -21.9% | -28.7% |
| 3Y | -22.9% | +57.8% | -80.8% | -66.7% |
| All | -75.2% | +36.2% | -111.4% | -86.0% |
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