+69.5%
T vs IJH
+48.0%
+21.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | +1.5% | -1.9% | +3.3% | +1.9% |
| 30D | +7.5% | -4.6% | +12.1% | +8.7% |
| 3M | +14.8% | -1.2% | +16.0% | +15.1% |
| 6M | -1.7% | +9.4% | -11.2% | -4.3% |
| YTD | +8.7% | +13.3% | -4.6% | +4.6% |
| 1Y | -7.5% | +13.4% | -20.8% | -11.1% |
| 3Y | +110.2% | +50.4% | +59.8% | +78.8% |
| All | +69.5% | +48.0% | +21.6% | +38.8% |
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