+528.2%
AMKR vs IJH
+184.0%
+344.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.7% | +3.2% |
| 7D | +8.3% | -1.9% | +10.1% | +11.5% |
| 30D | -6.8% | -4.6% | -2.1% | +0.8% |
| 3M | -31.9% | -1.2% | -30.8% | -29.5% |
| 6M | +18.4% | +9.4% | +9.0% | +7.3% |
| YTD | +31.7% | +13.3% | +18.3% | +14.4% |
| 1Y | +105.2% | +13.4% | +91.9% | +80.5% |
| 3Y | +147.7% | +50.4% | +97.3% | +50.1% |
| 5Y | +99.4% | +49.0% | +50.4% | +27.0% |
| All | +528.2% | +184.0% | +344.1% | +96.8% |
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