+355.8%
T vs IJH
+1,068.3%
-712.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -1.5% | +1.0% | -2.6% | -2.1% |
| 30D | +7.6% | -3.1% | +10.7% | +9.4% |
| 3M | +15.3% | +1.9% | +13.4% | +13.8% |
| 6M | -8.5% | +11.0% | -19.5% | -14.2% |
| YTD | +6.8% | +14.7% | -8.0% | -2.0% |
| 1Y | -7.2% | +15.6% | -22.8% | -15.5% |
| 3Y | +108.2% | +52.5% | +55.7% | +57.4% |
| 5Y | +66.1% | +49.1% | +17.0% | +24.7% |
| 10Y | +65.3% | +177.7% | -112.4% | -17.5% |
| All | +355.8% | +1,068.3% | -712.5% | -15.4% |
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