+1,320.4%
AMAT vs IJH
+1,048.4%
+272.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.1% |
| 7D | +19.3% | +3.0% | +16.3% | +15.3% |
| 30D | -17.9% | +0.8% | -18.7% | -17.9% |
| 3M | -30.4% | -5.1% | -25.3% | -24.8% |
| 6M | -11.4% | +1.3% | -12.7% | -10.4% |
| YTD | +48.8% | +12.8% | +36.0% | +33.1% |
| 1Y | +66.0% | +14.1% | +51.9% | +46.6% |
| 3Y | +158.8% | +57.8% | +101.0% | +54.7% |
| 5Y | +153.2% | +36.9% | +116.2% | +86.6% |
| 10Y | +1,370.6% | +174.1% | +1,196.6% | +380.7% |
| All | +1,320.4% | +1,048.4% | +272.0% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling