+837.7%
WMT vs IJH
+1,054.0%
-216.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.0% |
| 7D | 0.0% | -1.9% | +1.9% | +0.8% |
| 30D | -7.4% | -4.6% | -2.8% | -5.5% |
| 3M | -10.9% | -1.2% | -9.7% | -10.5% |
| 6M | -12.7% | +9.4% | -22.1% | -16.3% |
| YTD | -3.2% | +13.3% | -16.5% | -8.7% |
| 1Y | +5.3% | +13.4% | -8.1% | -1.0% |
| 3Y | +101.9% | +50.4% | +51.4% | +65.8% |
| 5Y | +134.6% | +49.0% | +85.6% | +90.2% |
| 10Y | +440.4% | +182.6% | +257.8% | +211.6% |
| All | +837.7% | +1,054.0% | -216.3% | +131.5% |
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