-81.2%
PATH vs IJH
+46.6%
-127.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -1.0% |
| 7D | -5.3% | -1.7% | -3.7% | -3.0% |
| 30D | -0.5% | -0.9% | +0.4% | +0.7% |
| 3M | -7.1% | -5.8% | -1.4% | +1.5% |
| 6M | +23.8% | -2.8% | +26.6% | +28.1% |
| YTD | -20.7% | +10.1% | -30.8% | -33.9% |
| 1Y | -8.1% | +13.8% | -21.9% | -27.4% |
| 3Y | -21.8% | +53.2% | -75.0% | -62.6% |
| 5Y | -76.8% | +33.6% | -110.5% | -86.0% |
| All | -81.2% | +46.6% | -127.8% | -89.2% |
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