+2,664.3%
TSLA vs IJH
+184.0%
+2,480.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.5% |
| 7D | +3.2% | -1.9% | +5.1% | +5.6% |
| 30D | +11.6% | -4.6% | +16.2% | +18.3% |
| 3M | -8.4% | -1.2% | -7.3% | -6.7% |
| 6M | -10.4% | +9.4% | -19.8% | -19.2% |
| YTD | -18.7% | +13.3% | -32.1% | -30.0% |
| 1Y | -0.9% | +13.4% | -14.3% | -14.8% |
| 3Y | +33.6% | +50.4% | -16.9% | -14.2% |
| 5Y | +48.9% | +49.0% | -0.1% | +0.6% |
| All | +2,664.3% | +184.0% | +2,480.3% | +1,004.5% |
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