+467.5%
USB vs IJH
+1,021.3%
-553.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -1.1% |
| 7D | 0.0% | -1.7% | +1.7% | +1.7% |
| 30D | +5.8% | -0.9% | +6.7% | +6.7% |
| 3M | -6.0% | -5.8% | -0.2% | -0.2% |
| 6M | +7.8% | -2.8% | +10.6% | +10.6% |
| YTD | +14.6% | +10.1% | +4.5% | +3.3% |
| 1Y | +31.8% | +13.8% | +17.9% | +14.8% |
| 3Y | +91.5% | +53.2% | +38.3% | +23.8% |
| 5Y | +22.0% | +33.6% | -11.6% | -9.3% |
| 10Y | +96.1% | +183.0% | -86.9% | -31.4% |
| All | +467.5% | +1,021.3% | -553.8% | -47.3% |
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