+1,425.2%
AMAT vs IJH
+180.3%
+1,244.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.2% | +5.0% |
| 7D | +7.0% | +0.2% | +6.8% | +7.6% |
| 30D | -20.6% | +2.1% | -22.7% | -22.0% |
| 3M | -24.8% | -3.6% | -21.1% | -20.1% |
| 6M | -10.7% | +1.8% | -12.6% | -10.3% |
| YTD | +54.3% | +14.1% | +40.2% | +35.2% |
| 1Y | +73.7% | +15.9% | +57.9% | +49.5% |
| 3Y | +168.4% | +59.7% | +108.7% | +55.1% |
| 5Y | +167.6% | +39.1% | +128.5% | +89.9% |
| 10Y | +1,425.2% | +177.3% | +1,247.9% | +404.3% |
| All | +1,425.2% | +180.3% | +1,244.9% | +404.3% |
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