+46.9%
IJH vs AG
+68.6%
-21.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +3.9% | -0.4% |
| 7D | -2.5% | -5.8% | +3.3% | -1.9% |
| 30D | -5.0% | +6.4% | -11.4% | -5.8% |
| 3M | +0.5% | +28.4% | -27.8% | -2.6% |
| 6M | +8.2% | -24.5% | +32.7% | +10.2% |
| YTD | +12.5% | +21.2% | -8.7% | +7.9% |
| 1Y | +14.4% | +114.1% | -99.7% | +2.1% |
| 3Y | +49.5% | +268.0% | -218.5% | +19.7% |
| All | +46.9% | +68.6% | -21.6% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 5y: compounded portfolio wealth divided by compounded AG 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…
5y analysis · Full analysis span regression · 6 months rolling