+57.8%
IJH vs AMC
-59.1%
+116.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | 0.0% |
| 7D | +2.3% | +3.5% | -1.2% | +2.1% |
| 30D | +2.1% | +12.5% | -10.4% | +1.5% |
| 3M | -5.7% | +23.6% | -29.2% | -6.7% |
| 6M | +1.4% | +144.4% | -142.9% | -4.0% |
| YTD | +12.6% | +108.3% | -95.7% | +7.0% |
| 1Y | +16.1% | +38.9% | -22.8% | +12.3% |
| 3Y | +57.8% | -58.9% | +116.7% | +71.0% |
| All | +57.8% | -59.1% | +116.9% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling