+179.3%
IJH vs AMC
-98.9%
+278.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.5% | +0.7% |
| 7D | -1.9% | -7.2% | +5.3% | -1.7% |
| 30D | -4.6% | -2.8% | -1.9% | -4.6% |
| 3M | -1.2% | +7.9% | -9.1% | -1.8% |
| 6M | +9.4% | +119.6% | -110.2% | +6.2% |
| YTD | +13.3% | +57.7% | -44.4% | +11.0% |
| 1Y | +13.4% | -12.1% | +25.5% | +12.7% |
| 3Y | +50.4% | -66.5% | +116.9% | +50.8% |
| 5Y | +49.0% | -99.5% | +148.5% | +59.8% |
| All | +179.3% | -98.9% | +278.2% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling