+499.3%
USB vs IJH
+1,075.9%
-576.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +31.3% |
| 5Y | +40.4% | +47.8% | -7.4% | -5.9% |
| 10Y | +107.3% | +178.6% | -71.2% | -26.4% |
| All | +499.3% | +1,075.9% | -576.5% | -46.9% |
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