+48.1%
IJH vs AGI
+400.3%
-352.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -1.9% | -2.7% | +0.9% | -1.5% |
| 30D | -4.6% | +7.2% | -11.9% | -5.5% |
| 3M | -1.2% | +4.3% | -5.4% | -2.1% |
| 6M | +9.4% | -27.1% | +36.5% | +12.7% |
| YTD | +13.3% | -6.6% | +19.9% | +12.7% |
| 1Y | +13.4% | +9.5% | +3.9% | +10.1% |
| 3Y | +50.4% | +208.4% | -158.0% | +22.8% |
| All | +48.1% | +400.3% | -352.2% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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