+148.6%
TE vs IJH
+18.2%
+130.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.0% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -15.9% | -1.5% | -14.4% | -12.3% |
| 3M | -60.5% | +0.8% | -61.3% | -59.9% |
| 6M | -35.2% | +7.6% | -42.8% | -38.9% |
| YTD | -31.1% | +15.5% | -46.6% | -41.1% |
| 1Y | +148.6% | +16.9% | +131.7% | +108.1% |
| All | +148.6% | +18.2% | +130.4% | +108.1% |
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