+74.5%
UBER vs IJH
+114.4%
-39.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +3.1% |
| 7D | -4.5% | -2.5% | -2.0% | -1.7% |
| 30D | -7.6% | -5.0% | -2.6% | -2.3% |
| 3M | +5.8% | +0.5% | +5.2% | +4.7% |
| 6M | +0.3% | +8.2% | -8.0% | -8.8% |
| YTD | -11.2% | +12.5% | -23.6% | -23.0% |
| 1Y | -23.0% | +14.4% | -37.4% | -34.7% |
| 3Y | +53.6% | +49.5% | +4.1% | -5.7% |
| 5Y | +81.9% | +47.8% | +34.1% | +16.9% |
| All | +74.5% | +114.4% | -39.8% | -24.8% |
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 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