-52.3%
TEAM vs IJH
+48.0%
-100.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -1.0% |
| 7D | -5.2% | -1.9% | -3.4% | -2.8% |
| 30D | +15.8% | -4.6% | +20.4% | +23.3% |
| 3M | +101.5% | -1.2% | +102.6% | +104.1% |
| 6M | +138.2% | +9.4% | +128.8% | +105.9% |
| YTD | +10.8% | +13.3% | -2.5% | -10.1% |
| 1Y | +1.7% | +13.4% | -11.7% | -17.8% |
| 3Y | -16.0% | +50.4% | -66.5% | -57.0% |
| All | -52.3% | +48.0% | -100.2% | -73.0% |
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 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