+10,755.9%
AMZN vs IJH
+1,055.9%
+9,700.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.7% |
| 7D | -1.0% | -0.7% | -0.3% | -0.3% |
| 30D | -9.2% | -3.8% | -5.4% | -5.7% |
| 3M | +3.4% | 0.0% | +3.3% | +3.1% |
| 6M | +18.2% | +8.8% | +9.5% | +8.2% |
| YTD | +9.3% | +13.5% | -4.2% | -4.6% |
| 1Y | +5.9% | +15.4% | -9.5% | -9.2% |
| 3Y | +82.6% | +50.9% | +31.7% | +18.4% |
| 5Y | +44.9% | +47.8% | -2.9% | -2.4% |
| 10Y | +564.1% | +183.1% | +381.0% | +98.8% |
| All | +10,755.9% | +1,055.9% | +9,700.1% | +297.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling