+16.9%
IJH vs AMCR
+13.1%
+3.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.1% | -1.9% | +2.0% | +0.6% |
| 30D | -1.5% | -4.1% | +2.6% | -0.5% |
| 3M | +0.8% | +21.7% | -20.9% | -4.3% |
| 6M | +7.6% | +1.5% | +6.1% | +5.1% |
| YTD | +15.5% | +13.1% | +2.4% | +10.5% |
| 1Y | +16.9% | +13.0% | +3.9% | +12.6% |
| All | +16.9% | +13.1% | +3.8% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling