+47.6%
TSLA vs IJH
+48.0%
-0.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.7% |
| 7D | +3.2% | -1.9% | +5.1% | +6.1% |
| 30D | +11.6% | -4.6% | +16.2% | +19.9% |
| 3M | -8.4% | -1.2% | -7.3% | -6.4% |
| 6M | -10.4% | +9.4% | -19.8% | -21.3% |
| YTD | -18.7% | +13.3% | -32.1% | -32.7% |
| 1Y | -0.9% | +13.4% | -14.3% | -18.1% |
| 3Y | +33.6% | +50.4% | -16.9% | -24.8% |
| All | +47.6% | +48.0% | -0.4% | -10.8% |
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