+584.9%
XYZ vs IJH
+171.8%
+413.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +3.0% |
| 7D | -1.1% | +2.3% | -3.3% | -4.4% |
| 30D | +11.5% | +2.1% | +9.4% | +8.2% |
| 3M | +1.8% | -5.7% | +7.4% | +11.5% |
| 6M | +21.2% | +1.4% | +19.8% | +18.7% |
| YTD | +29.9% | +12.6% | +17.3% | +8.5% |
| 1Y | +35.8% | +16.1% | +19.6% | +8.0% |
| 3Y | +62.6% | +57.8% | +4.8% | -17.3% |
| 5Y | -62.8% | +36.8% | -99.6% | -73.7% |
| All | +584.9% | +171.8% | +413.1% | +120.3% |
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