+39.4%
PM vs IJH
+12.9%
+26.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.9% | -0.7% | -4.7% |
| 7D | -3.4% | -3.4% | 0.0% | -3.4% |
| 30D | +5.8% | -3.1% | +9.0% | +5.9% |
| 3M | +6.7% | -6.6% | +13.3% | +6.5% |
| 6M | +19.9% | -1.6% | +21.5% | +19.7% |
| YTD | +27.8% | +9.5% | +18.3% | +25.8% |
| 1Y | +39.4% | +12.1% | +27.3% | +35.6% |
| All | +39.4% | +12.9% | +26.5% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling