+22.0%
USB vs IJH
+32.8%
-10.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -1.1% |
| 7D | 0.0% | -1.7% | +1.7% | +1.6% |
| 30D | +5.8% | -0.9% | +6.7% | +6.7% |
| 3M | -6.0% | -5.8% | -0.2% | -0.3% |
| 6M | +7.8% | -2.8% | +10.6% | +10.5% |
| YTD | +14.6% | +10.1% | +4.5% | +3.2% |
| 1Y | +31.8% | +13.8% | +17.9% | +14.6% |
| 3Y | +91.5% | +53.2% | +38.3% | +24.1% |
| All | +22.0% | +32.8% | -10.8% | -8.8% |
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 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