+1,055.9%
IJH vs AA
-1.3%
+1,057.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.5% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | -3.8% | -1.6% | -2.3% | -3.7% |
| 3M | 0.0% | -29.8% | +29.8% | +9.2% |
| 6M | +8.8% | -16.6% | +25.4% | +11.5% |
| YTD | +13.5% | -4.0% | +17.6% | +10.9% |
| 1Y | +15.4% | +63.5% | -48.1% | -4.4% |
| 3Y | +50.9% | +86.8% | -35.8% | +12.8% |
| 5Y | +47.8% | +12.4% | +35.4% | +16.3% |
| 10Y | +183.1% | +132.3% | +50.7% | +43.1% |
| All | +1,055.9% | -1.3% | +1,057.2% | +488.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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