+1,607.1%
AMAT vs IJH
+181.8%
+1,425.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.2% | -1.9% |
| 7D | +4.2% | -2.5% | +6.6% | +7.7% |
| 30D | -13.5% | -5.0% | -8.5% | -7.3% |
| 3M | -8.6% | +0.5% | -9.1% | -7.9% |
| 6M | +31.6% | +8.2% | +23.3% | +21.5% |
| YTD | +77.3% | +12.5% | +64.8% | +56.9% |
| 1Y | +179.4% | +14.4% | +165.0% | +143.0% |
| 3Y | +215.0% | +49.5% | +165.5% | +96.2% |
| 5Y | +245.8% | +47.8% | +198.0% | +126.2% |
| All | +1,607.1% | +181.8% | +1,425.3% | +476.4% |
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 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