-77.0%
PATH vs IJH
+32.8%
-109.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -1.0% |
| 7D | -5.3% | -1.7% | -3.7% | -2.9% |
| 30D | -0.5% | -0.9% | +0.4% | +0.7% |
| 3M | -7.1% | -5.8% | -1.4% | +1.8% |
| 6M | +23.8% | -2.8% | +26.6% | +28.2% |
| YTD | -20.7% | +10.1% | -30.8% | -34.5% |
| 1Y | -8.1% | +13.8% | -21.9% | -28.2% |
| 3Y | -21.8% | +53.2% | -75.0% | -64.4% |
| All | -77.0% | +32.8% | -109.8% | -86.5% |
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