+158.4%
W vs IJH
+226.9%
-68.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -1.0% |
| 7D | +0.5% | -2.5% | +3.0% | +5.0% |
| 30D | -5.6% | -5.0% | -0.5% | +3.3% |
| 3M | +41.9% | +0.5% | +41.4% | +42.8% |
| 6M | +30.2% | +8.2% | +22.0% | +16.6% |
| YTD | -2.9% | +12.5% | -15.4% | -18.4% |
| 1Y | +11.6% | +14.4% | -2.8% | -8.9% |
| 3Y | +37.0% | +49.5% | -12.5% | -17.4% |
| 5Y | -62.8% | +47.8% | -110.6% | -73.2% |
| 10Y | +155.2% | +180.4% | -25.2% | -18.5% |
| All | +158.4% | +226.9% | -68.6% | -33.5% |
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