+248.0%
IJH vs AMC
-98.1%
+346.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | 0.0% |
| 7D | +0.1% | +2.3% | -2.2% | 0.0% |
| 30D | -1.5% | -0.7% | -0.7% | -1.5% |
| 3M | +0.8% | +35.2% | -34.4% | -0.6% |
| 6M | +7.6% | +124.6% | -117.0% | +4.1% |
| YTD | +15.5% | +69.9% | -54.4% | +12.6% |
| 1Y | +16.9% | -2.6% | +19.5% | +15.8% |
| 3Y | +48.1% | -79.8% | +127.8% | +50.2% |
| 5Y | +47.8% | -99.4% | +147.2% | +59.3% |
| 10Y | +178.6% | -98.9% | +277.4% | +181.6% |
| All | +248.0% | -98.1% | +346.1% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling