-46.4%
TOST vs IJH
+50.5%
-96.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | +0.2% |
| 7D | -4.7% | +3.0% | -7.7% | -9.3% |
| 30D | +8.5% | +0.8% | +7.7% | +6.7% |
| 3M | -1.6% | -5.1% | +3.5% | +6.5% |
| 6M | +44.1% | +1.3% | +42.8% | +39.2% |
| YTD | -5.6% | +12.8% | -18.4% | -25.2% |
| 1Y | -12.6% | +14.1% | -26.7% | -32.1% |
| 3Y | +137.6% | +57.8% | +79.8% | -0.1% |
| 5Y | -30.4% | +36.9% | -67.3% | -57.0% |
| All | -46.4% | +50.5% | -96.8% | -71.4% |
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 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