+1,321.9%
AMAT vs IJH
+171.8%
+1,150.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +11.4% | +2.3% | +9.1% | +8.4% |
| 30D | -17.0% | +2.1% | -19.1% | -18.4% |
| 3M | -30.6% | -5.7% | -25.0% | -24.1% |
| 6M | -14.9% | +1.4% | -16.4% | -14.0% |
| YTD | +44.7% | +12.6% | +32.0% | +29.1% |
| 1Y | +66.9% | +16.1% | +50.8% | +43.4% |
| 3Y | +153.3% | +57.8% | +95.5% | +48.7% |
| 5Y | +146.2% | +36.8% | +109.5% | +78.7% |
| All | +1,321.9% | +171.8% | +1,150.1% | +376.2% |
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