-68.4%
XYZ vs IJH
+47.6%
-116.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | +1.1% |
| 7D | -3.7% | -0.7% | -3.0% | -2.4% |
| 30D | +0.5% | -3.8% | +4.4% | +8.4% |
| 3M | +16.3% | 0.0% | +16.2% | +16.1% |
| 6M | +21.1% | +8.8% | +12.4% | +3.0% |
| YTD | +22.0% | +13.5% | +8.5% | -4.8% |
| 1Y | +5.2% | +15.4% | -10.3% | -20.7% |
| 3Y | +49.6% | +50.9% | -1.3% | -35.9% |
| 5Y | -68.4% | +47.8% | -116.2% | -84.3% |
| All | -68.4% | +47.6% | -116.1% | -84.3% |
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 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