-53.4%
TE vs IJH
+97.4%
-150.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -5.8% |
| 7D | +0.9% | -2.5% | +3.4% | +3.6% |
| 30D | -16.3% | -5.0% | -11.2% | -11.5% |
| 3M | -40.8% | +0.5% | -41.3% | -40.2% |
| 6M | -42.6% | +8.2% | -50.8% | -45.5% |
| YTD | -31.4% | +12.4% | -43.9% | -36.9% |
| 1Y | +144.9% | +14.4% | +130.5% | +122.7% |
| 3Y | -26.0% | +49.5% | -75.5% | -40.4% |
| 5Y | -48.5% | +47.8% | -96.3% | -57.9% |
| All | -53.4% | +97.4% | -150.8% | -62.5% |
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