+79.4%
AMZN vs IJH
+49.7%
+29.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.3% |
| 7D | -0.7% | -1.9% | +1.2% | +0.9% |
| 30D | -3.9% | -4.6% | +0.7% | 0.0% |
| 3M | +6.3% | -1.2% | +7.5% | +7.1% |
| 6M | +20.8% | +9.4% | +11.3% | +11.1% |
| YTD | +11.2% | +13.3% | -2.1% | -1.3% |
| 1Y | +11.7% | +13.4% | -1.7% | -1.0% |
| 3Y | +79.4% | +50.4% | +29.0% | +30.3% |
| All | +79.4% | +49.7% | +29.7% | +30.3% |
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