+226.6%
AMD vs IJH
+15.4%
+211.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +5.3% |
| 7D | +14.0% | -0.7% | +14.7% | +15.5% |
| 30D | +11.0% | -3.8% | +14.8% | +20.5% |
| 3M | +9.6% | 0.0% | +9.6% | +11.5% |
| 6M | +157.1% | +8.8% | +148.4% | +133.3% |
| YTD | +143.3% | +13.5% | +129.8% | +108.5% |
| All | +226.6% | +15.4% | +211.3% | +182.2% |
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 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