-35.5%
TLT vs IJH
+46.8%
-82.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.1% |
| 7D | -1.6% | -2.5% | +0.9% | -1.4% |
| 30D | -1.3% | -5.0% | +3.7% | -0.9% |
| 3M | -3.7% | +0.5% | -4.3% | -3.8% |
| 6M | -6.4% | +8.2% | -14.6% | -6.9% |
| YTD | -4.5% | +12.5% | -16.9% | -5.3% |
| 1Y | -5.9% | +14.4% | -20.2% | -6.9% |
| 3Y | -2.8% | +49.5% | -52.3% | -5.9% |
| All | -35.5% | +46.8% | -82.3% | -38.9% |
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