+456.3%
TER vs IJH
+1,068.3%
-612.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.9% | +5.2% |
| 7D | +11.0% | +1.0% | +9.9% | +9.3% |
| 30D | -1.9% | -3.1% | +1.3% | +3.1% |
| 3M | -0.7% | +1.9% | -2.6% | -1.7% |
| 6M | +36.4% | +11.0% | +25.4% | +22.3% |
| YTD | +92.4% | +14.7% | +77.7% | +66.3% |
| 1Y | +213.5% | +15.6% | +197.9% | +169.7% |
| 3Y | +277.2% | +52.5% | +224.7% | +124.1% |
| 5Y | +219.1% | +49.1% | +170.1% | +101.7% |
| 10Y | +1,744.2% | +177.7% | +1,566.6% | +350.4% |
| All | +456.3% | +1,068.3% | -612.0% | -87.0% |
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 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