-63.7%
XYZ vs IJH
+36.2%
-99.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +3.1% |
| 7D | -1.1% | +2.3% | -3.3% | -5.2% |
| 30D | +11.5% | +2.1% | +9.4% | +7.3% |
| 3M | +1.8% | -5.7% | +7.4% | +13.8% |
| 6M | +21.2% | +1.4% | +19.8% | +17.6% |
| YTD | +29.9% | +12.6% | +17.3% | +2.6% |
| 1Y | +35.8% | +16.1% | +19.6% | +0.7% |
| 3Y | +62.6% | +57.8% | +4.8% | -38.4% |
| All | -63.7% | +36.2% | -99.9% | -80.4% |
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