-66.5%
U vs IJH
+48.0%
-114.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +2.9% |
| 7D | +5.5% | -1.9% | +7.4% | +9.6% |
| 30D | -1.3% | -4.6% | +3.4% | +8.5% |
| 3M | +64.6% | -1.2% | +65.7% | +68.1% |
| 6M | +119.4% | +9.4% | +110.0% | +79.5% |
| YTD | -0.5% | +13.3% | -13.8% | -23.7% |
| 1Y | +1.3% | +13.4% | -12.1% | -22.0% |
| 3Y | +15.6% | +50.4% | -34.8% | -51.1% |
| All | -66.5% | +48.0% | -114.4% | -83.8% |
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