+135.9%
WMT vs IJH
+48.0%
+87.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.1% |
| 7D | 0.0% | -1.9% | +1.9% | +0.6% |
| 30D | -7.4% | -4.6% | -2.8% | -6.1% |
| 3M | -10.9% | -1.2% | -9.7% | -10.6% |
| 6M | -12.7% | +9.4% | -22.1% | -15.4% |
| YTD | -3.2% | +13.3% | -16.5% | -7.4% |
| 1Y | +5.3% | +13.4% | -8.1% | +0.6% |
| 3Y | +101.9% | +50.4% | +51.4% | +74.0% |
| All | +135.9% | +48.0% | +87.9% | +100.1% |
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