-49.3%
TE vs IJH
+48.0%
-97.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.9% |
| 7D | +0.2% | -1.9% | +2.1% | +4.0% |
| 30D | -5.9% | -4.6% | -1.3% | +3.7% |
| 3M | -45.6% | -1.2% | -44.4% | -43.2% |
| 6M | -43.4% | +9.4% | -52.8% | -50.5% |
| YTD | -31.0% | +13.3% | -44.3% | -43.3% |
| 1Y | +145.2% | +13.4% | +131.8% | +101.7% |
| 3Y | -24.1% | +50.4% | -74.5% | -56.6% |
| All | -49.3% | +48.0% | -97.3% | -68.2% |
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