+8,378.1%
AMD vs IJH
+181.8%
+8,196.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -2.2% |
| 7D | +10.4% | -2.5% | +12.9% | +14.0% |
| 30D | +6.2% | -5.0% | +11.2% | +13.5% |
| 3M | +11.3% | +0.5% | +10.8% | +11.8% |
| 6M | +147.8% | +8.2% | +139.6% | +130.0% |
| YTD | +135.2% | +12.5% | +122.7% | +108.6% |
| 1Y | +215.7% | +14.4% | +201.3% | +174.9% |
| 3Y | +374.7% | +49.5% | +325.2% | +204.8% |
| 5Y | +378.7% | +47.8% | +330.9% | +228.8% |
| All | +8,378.1% | +181.8% | +8,196.3% | +2,772.2% |
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