+89.2%
USB vs IJH
+187.4%
-98.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.6% | -0.8% |
| 7D | +0.8% | +0.6% | +0.1% | 0.0% |
| 30D | +6.8% | +1.3% | +5.5% | +5.2% |
| 3M | -3.8% | -4.1% | +0.3% | +0.3% |
| 6M | +11.7% | +1.1% | +10.6% | +10.0% |
| YTD | +17.5% | +13.6% | +3.9% | +2.1% |
| 1Y | +33.8% | +16.0% | +17.7% | +13.7% |
| 3Y | +104.2% | +60.9% | +43.3% | +23.7% |
| 5Y | +26.4% | +37.9% | -11.5% | -9.9% |
| 10Y | +89.2% | +180.1% | -90.9% | -32.4% |
| All | +89.2% | +187.4% | -98.2% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling