+43.2%
TER vs IJH
+17.8%
+25.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.6% | -7.4% | -8.7% |
| 7D | -19.9% | +1.7% | -21.6% | -24.2% |
| 30D | -43.5% | +1.2% | -44.8% | -45.7% |
| 3M | -37.8% | -3.4% | -34.3% | -30.1% |
| 6M | -25.6% | +3.7% | -29.2% | -29.2% |
| YTD | +29.8% | +13.9% | +15.9% | +2.8% |
| 1Y | +43.2% | +17.4% | +25.7% | +7.9% |
| All | +43.2% | +17.8% | +25.4% | +7.9% |
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