+47.8%
IJH vs AMC
-99.5%
+147.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.8% |
| 7D | -0.7% | -6.8% | +6.1% | -0.3% |
| 30D | -3.8% | +1.7% | -5.5% | -4.0% |
| 3M | 0.0% | +26.8% | -26.8% | -2.3% |
| 6M | +8.8% | +117.7% | -108.9% | +2.1% |
| YTD | +13.5% | +57.7% | -44.2% | +8.4% |
| 1Y | +15.4% | -12.5% | +27.9% | +14.0% |
| 3Y | +50.9% | -65.7% | +116.7% | +52.3% |
| 5Y | +47.8% | -99.5% | +147.3% | +86.2% |
| All | +47.8% | -99.5% | +147.3% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling