+211.9%
TER vs IJH
+45.7%
+166.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -2.0% |
| 7D | +9.4% | -2.5% | +11.9% | +13.9% |
| 30D | -2.4% | -5.0% | +2.6% | +6.4% |
| 3M | +6.5% | +0.5% | +6.0% | +7.7% |
| 6M | +23.2% | +8.2% | +14.9% | +14.1% |
| YTD | +91.5% | +12.5% | +79.0% | +69.6% |
| 1Y | +214.8% | +14.4% | +200.4% | +173.7% |
| 3Y | +275.3% | +49.5% | +225.8% | +128.5% |
| 5Y | +211.9% | +47.8% | +164.1% | +98.7% |
| All | +211.9% | +45.7% | +166.2% | +98.7% |
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