+357.3%
AMD vs IJH
+58.2%
+299.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.1% | -8.6% | -8.5% |
| 7D | +18.9% | +2.3% | +16.6% | +14.9% |
| 30D | -6.4% | +2.1% | -8.5% | -8.0% |
| 3M | +10.6% | -5.7% | +16.2% | +23.5% |
| 6M | +19.9% | +1.4% | +18.5% | +21.9% |
| YTD | +149.4% | +12.6% | +136.7% | +120.2% |
| 1Y | +115.4% | +16.1% | +99.3% | +82.0% |
| 3Y | +357.3% | +57.8% | +299.5% | +201.7% |
| All | +357.3% | +58.2% | +299.1% | +201.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling