+22,994.0%
TSLA vs IJH
+544.1%
+22,449.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +1.2% |
| 7D | +3.0% | -0.7% | +3.8% | +3.9% |
| 30D | +11.2% | -3.8% | +15.0% | +16.6% |
| 3M | -7.3% | 0.0% | -7.3% | -6.8% |
| 6M | -7.7% | +8.8% | -16.5% | -16.1% |
| YTD | -18.2% | +13.5% | -31.7% | -29.5% |
| 1Y | +6.0% | +15.4% | -9.4% | -10.4% |
| 3Y | +48.0% | +50.9% | -2.9% | -4.8% |
| 5Y | +46.2% | +47.8% | -1.6% | +0.3% |
| 10Y | +2,737.0% | +183.1% | +2,554.0% | +848.9% |
| All | +22,994.0% | +544.1% | +22,449.9% | +3,309.2% |
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 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