-0.5%
AGG vs IJH
+17.8%
-18.3%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.4% |
| 7D | +0.5% | +1.7% | -1.2% | +0.3% |
| 30D | +2.4% | +1.2% | +1.2% | +2.2% |
| 3M | -1.0% | -3.4% | +2.5% | -0.6% |
| 6M | -0.9% | +3.7% | -4.6% | -1.3% |
| YTD | -0.9% | +13.9% | -14.8% | -2.1% |
| 1Y | -0.5% | +17.4% | -17.9% | -1.9% |
| All | -0.5% | +17.8% | -18.3% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling