+61.4%
AMAT vs IJH
+17.8%
+43.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -4.7% |
| 7D | -11.2% | +1.7% | -12.9% | -14.5% |
| 30D | -31.9% | +1.2% | -33.1% | -33.7% |
| 3M | -32.3% | -3.4% | -28.9% | -26.4% |
| 6M | -5.4% | +3.7% | -9.1% | -8.8% |
| YTD | +44.3% | +13.9% | +30.3% | +19.3% |
| 1Y | +61.4% | +17.4% | +43.9% | +28.1% |
| All | +61.4% | +17.8% | +43.6% | +28.1% |
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