+95.5%
AMD vs IJH
+17.8%
+77.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | -0.4% |
| 7D | -15.5% | +1.7% | -17.2% | -18.5% |
| 30D | -22.6% | +1.2% | -23.9% | -24.5% |
| 3M | -5.7% | -3.4% | -2.3% | +2.4% |
| 6M | +43.1% | +3.7% | +39.4% | +39.1% |
| YTD | +128.2% | +13.9% | +114.3% | +93.5% |
| 1Y | +95.5% | +17.4% | +78.0% | +58.5% |
| All | +95.5% | +17.8% | +77.7% | +58.5% |
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