-37.8%
U vs IJH
+114.4%
-152.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +1.4% |
| 7D | +4.4% | -0.7% | +5.1% | +5.7% |
| 30D | -1.3% | -3.8% | +2.5% | +5.8% |
| 3M | +49.6% | 0.0% | +49.6% | +49.2% |
| 6M | +100.2% | +8.8% | +91.4% | +69.7% |
| YTD | -3.7% | +13.5% | -17.2% | -23.9% |
| 1Y | -6.5% | +15.4% | -21.9% | -28.0% |
| 3Y | +12.9% | +50.9% | -38.0% | -45.0% |
| 5Y | -68.3% | +47.8% | -116.1% | -82.5% |
| All | -37.8% | +114.4% | -152.2% | -72.3% |
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