+597.9%
XYZ vs IJH
+181.8%
+416.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +1.0% |
| 7D | -5.2% | -2.5% | -2.7% | -1.4% |
| 30D | 0.0% | -5.0% | +5.0% | +8.3% |
| 3M | +18.7% | +0.5% | +18.1% | +17.8% |
| 6M | +20.5% | +8.2% | +12.3% | +7.0% |
| YTD | +21.5% | +12.4% | +9.0% | +1.7% |
| 1Y | +7.2% | +14.4% | -7.2% | -12.5% |
| 3Y | +49.0% | +49.5% | -0.5% | -16.8% |
| 5Y | -68.1% | +47.8% | -115.9% | -79.5% |
| All | +597.9% | +181.8% | +416.1% | +142.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling