+268.9%
AMAT vs IJH
+48.9%
+220.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.9% |
| 7D | +7.0% | +1.0% | +6.0% | +5.3% |
| 30D | -12.2% | -3.1% | -9.1% | -8.0% |
| 3M | -3.8% | +1.9% | -5.8% | -5.1% |
| 6M | +45.9% | +11.0% | +34.9% | +29.2% |
| YTD | +84.6% | +14.7% | +69.9% | +57.3% |
| 1Y | +193.4% | +15.6% | +177.8% | +148.5% |
| 3Y | +228.1% | +52.5% | +175.5% | +91.2% |
| 5Y | +268.9% | +49.1% | +219.9% | +134.7% |
| All | +268.9% | +48.9% | +220.1% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling