+203.6%
TGT vs IJH
+184.0%
+19.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | -5.2% | -1.9% | -3.4% | -3.9% |
| 30D | +1.2% | -4.6% | +5.8% | +4.6% |
| 3M | +18.4% | -1.2% | +19.5% | +19.2% |
| 6M | +33.4% | +9.4% | +24.0% | +24.5% |
| YTD | +63.8% | +13.3% | +50.5% | +48.8% |
| 1Y | +77.2% | +13.4% | +63.8% | +61.0% |
| 3Y | +41.8% | +50.4% | -8.7% | +5.9% |
| 5Y | -25.5% | +49.0% | -74.5% | -43.8% |
| All | +203.6% | +184.0% | +19.6% | +54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling