+110.2%
T vs IJH
+49.7%
+60.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +2.0% |
| 7D | +1.5% | -1.9% | +3.3% | +1.6% |
| 30D | +7.5% | -4.6% | +12.1% | +7.7% |
| 3M | +14.8% | -1.2% | +16.0% | +14.9% |
| 6M | -1.7% | +9.4% | -11.2% | -2.4% |
| YTD | +8.7% | +13.3% | -4.6% | +7.4% |
| 1Y | -7.5% | +13.4% | -20.8% | -8.6% |
| 3Y | +110.2% | +50.4% | +59.8% | +91.0% |
| All | +110.2% | +49.7% | +60.5% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling