+1,139.1%
PSX vs IJH
+380.4%
+758.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.7% |
| 7D | +1.8% | -0.7% | +2.6% | +2.5% |
| 30D | +21.6% | -3.8% | +25.5% | +26.2% |
| 3M | +46.5% | 0.0% | +46.4% | +45.4% |
| 6M | +62.0% | +8.8% | +53.3% | +46.1% |
| YTD | +106.3% | +13.5% | +92.8% | +77.7% |
| 1Y | +103.0% | +15.4% | +87.6% | +71.3% |
| 3Y | +135.5% | +50.9% | +84.6% | +50.0% |
| 5Y | +368.5% | +47.8% | +320.7% | +195.7% |
| 10Y | +386.6% | +183.1% | +203.5% | +53.8% |
| All | +1,139.1% | +380.4% | +758.7% | +121.1% |
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