+2,864.5%
V vs IJH
+529.4%
+2,335.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | +0.5% |
| 7D | -2.9% | -0.7% | -2.2% | -2.3% |
| 30D | +1.9% | -3.8% | +5.7% | +5.0% |
| 3M | +13.2% | 0.0% | +13.2% | +12.8% |
| 6M | +16.7% | +8.8% | +8.0% | +8.2% |
| YTD | +5.4% | +13.5% | -8.1% | -5.9% |
| 1Y | +7.7% | +15.4% | -7.8% | -5.4% |
| 3Y | +52.0% | +50.9% | +1.1% | +4.9% |
| 5Y | +67.7% | +47.8% | +19.9% | +16.6% |
| 10Y | +384.8% | +183.1% | +201.7% | +90.5% |
| All | +2,864.5% | +529.4% | +2,335.1% | +591.8% |
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 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