+229.2%
TER vs IJH
+14.9%
+214.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +0.3% |
| 7D | +6.4% | -1.9% | +8.2% | +12.2% |
| 30D | -5.7% | -4.6% | -1.0% | +8.7% |
| 3M | -0.4% | -1.2% | +0.8% | +5.5% |
| 6M | +25.8% | +9.4% | +16.4% | +7.7% |
| YTD | +96.4% | +13.3% | +83.1% | +59.6% |
| 1Y | +229.2% | +13.4% | +215.8% | +176.8% |
| All | +229.2% | +14.9% | +214.3% | +176.8% |
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