-78.0%
PATH vs IJH
+53.8%
-131.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.8% | -16.8% |
| 7D | -16.3% | +0.1% | -16.4% | -16.5% |
| 30D | +9.9% | -1.5% | +11.4% | +12.5% |
| 3M | +30.2% | +0.8% | +29.4% | +28.2% |
| 6M | +37.2% | +7.6% | +29.7% | +19.9% |
| YTD | -7.3% | +15.5% | -22.8% | -28.0% |
| 1Y | +40.0% | +16.9% | +23.1% | +7.0% |
| 3Y | -4.4% | +48.1% | -52.5% | -50.8% |
| 5Y | -76.0% | +47.8% | -123.8% | -87.0% |
| All | -78.0% | +53.8% | -131.8% | -88.2% |
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