+521.6%
IJH vs AG
+451.1%
+70.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.1% | -1.3% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -3.8% | +12.5% | -16.3% | -5.1% |
| 3M | 0.0% | +28.2% | -28.1% | -2.8% |
| 6M | +8.8% | -18.8% | +27.6% | +9.9% |
| YTD | +13.5% | +27.4% | -13.9% | +8.8% |
| 1Y | +15.4% | +132.2% | -116.8% | +3.3% |
| 3Y | +50.9% | +286.9% | -235.9% | +24.2% |
| 5Y | +47.8% | +72.8% | -25.0% | +28.3% |
| 10Y | +183.1% | +74.6% | +108.5% | +125.3% |
| All | +521.6% | +451.1% | +70.5% | +201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling