+66.9%
AMAT vs IJH
+14.5%
+52.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.4% |
| 7D | +11.4% | +2.3% | +9.1% | +6.0% |
| 30D | -17.0% | +2.1% | -19.1% | -19.7% |
| 3M | -30.6% | -5.7% | -25.0% | -19.3% |
| 6M | -14.9% | +1.4% | -16.4% | -13.4% |
| YTD | +44.7% | +12.6% | +32.0% | +24.8% |
| 1Y | +66.9% | +16.1% | +50.8% | +38.5% |
| All | +66.9% | +14.5% | +52.4% | +38.5% |
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