-13.3%
TSLA vs IJH
+17.8%
-31.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -4.0% | -4.1% |
| 7D | -4.7% | +1.7% | -6.4% | -6.8% |
| 30D | +1.7% | +1.2% | +0.5% | +0.1% |
| 3M | +17.7% | -3.4% | +21.1% | +22.9% |
| 6M | -1.9% | +3.7% | -5.5% | -4.5% |
| YTD | -14.3% | +13.9% | -28.3% | -23.3% |
| 1Y | -13.3% | +17.4% | -30.7% | -25.2% |
| All | -13.3% | +17.8% | -31.1% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling