+59.6%
TXN vs IJH
+48.0%
+11.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.0% |
| 7D | +4.0% | -1.9% | +5.8% | +6.0% |
| 30D | -2.9% | -4.6% | +1.8% | +2.1% |
| 3M | -9.1% | -1.2% | -7.9% | -7.6% |
| 6M | +36.6% | +9.4% | +27.2% | +25.9% |
| YTD | +57.5% | +13.3% | +44.2% | +39.8% |
| 1Y | +49.5% | +13.4% | +36.1% | +32.8% |
| 3Y | +76.5% | +50.4% | +26.1% | +19.9% |
| All | +59.6% | +48.0% | +11.6% | +10.5% |
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 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