+41.2%
USB vs IJH
+47.9%
-6.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -1.3% | -1.5% | +0.2% | +0.2% |
| 3M | +15.2% | +0.8% | +14.5% | +14.1% |
| 6M | +18.8% | +7.6% | +11.3% | +9.8% |
| YTD | +21.0% | +15.5% | +5.5% | +4.0% |
| 1Y | +34.0% | +16.9% | +17.1% | +13.6% |
| 3Y | +95.3% | +48.1% | +47.3% | +31.0% |
| All | +41.2% | +47.9% | -6.7% | -5.0% |
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