+15.6%
U vs IJH
+49.7%
-34.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +3.2% |
| 7D | +5.5% | -1.9% | +7.4% | +8.9% |
| 30D | -1.3% | -4.6% | +3.4% | +6.8% |
| 3M | +64.6% | -1.2% | +65.7% | +67.6% |
| 6M | +119.4% | +9.4% | +110.0% | +85.6% |
| YTD | -0.5% | +13.3% | -13.8% | -20.2% |
| 1Y | +1.3% | +13.4% | -12.1% | -18.4% |
| 3Y | +15.6% | +50.4% | -34.8% | -45.4% |
| All | +15.6% | +49.7% | -34.1% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling