-2.1%
TLT vs IJH
+48.6%
-50.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.0% |
| 7D | -1.6% | -2.5% | +0.9% | -1.2% |
| 30D | -1.3% | -5.0% | +3.7% | -0.5% |
| 3M | -3.7% | +0.5% | -4.3% | -3.8% |
| 6M | -6.4% | +8.2% | -14.6% | -7.4% |
| YTD | -4.5% | +12.5% | -16.9% | -6.1% |
| 1Y | -5.9% | +14.4% | -20.2% | -7.7% |
| All | -2.1% | +48.6% | -50.7% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling