+133.6%
SLB vs IJH
+45.7%
+87.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.0% |
| 7D | -2.4% | -2.5% | +0.1% | -0.2% |
| 30D | +4.9% | -5.0% | +9.9% | +9.7% |
| 3M | +1.4% | +0.5% | +0.9% | +0.7% |
| 6M | +17.6% | +8.2% | +9.4% | +9.3% |
| YTD | +48.3% | +12.5% | +35.9% | +33.4% |
| 1Y | +58.7% | +14.4% | +44.3% | +40.4% |
| 3Y | +0.6% | +49.5% | -48.9% | -28.7% |
| 5Y | +133.6% | +47.8% | +85.8% | +63.5% |
| All | +133.6% | +45.7% | +87.9% | +63.5% |
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