-17.6%
UBER vs IJH
+18.2%
-35.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | +11.1% | -1.5% | +12.6% | +12.0% |
| 3M | +4.9% | +0.8% | +4.1% | +4.2% |
| 6M | -1.2% | +7.6% | -8.7% | -6.1% |
| YTD | -7.3% | +15.5% | -22.8% | -15.7% |
| 1Y | -17.6% | +16.9% | -34.5% | -25.5% |
| All | -17.6% | +18.2% | -35.9% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling