-25.8%
TE vs IJH
+17.8%
-43.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.2% | -5.3% |
| 7D | +3.8% | +1.7% | +2.1% | -1.0% |
| 30D | -26.2% | +1.2% | -27.5% | -28.6% |
| 3M | -49.7% | -3.4% | -46.3% | -43.8% |
| 6M | -46.5% | +3.7% | -50.1% | -47.4% |
| YTD | -59.1% | +13.9% | -73.0% | -66.9% |
| 1Y | -25.8% | +17.4% | -43.2% | -45.0% |
| All | -25.8% | +17.8% | -43.6% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling