+129.9%
TLT vs IJH
+1,088.6%
-958.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.8% |
| 7D | -0.3% | -0.7% | +0.5% | -0.4% |
| 30D | 0.0% | -3.8% | +3.8% | -0.8% |
| 3M | -2.9% | 0.0% | -2.9% | -2.9% |
| 6M | -6.3% | +8.8% | -15.0% | -4.7% |
| YTD | -3.3% | +13.5% | -16.9% | -0.8% |
| 1Y | -4.2% | +15.4% | -19.6% | -1.3% |
| 3Y | -1.7% | +50.9% | -52.6% | +7.7% |
| 5Y | -34.9% | +47.8% | -82.7% | -28.6% |
| 10Y | -19.8% | +183.1% | -202.9% | +8.4% |
| All | +129.9% | +1,088.6% | -958.7% | +381.0% |
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