+384.6%
IJH vs AMCR
+93.5%
+291.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | -1.9% | -6.3% | +4.4% | +0.3% |
| 30D | -4.6% | -7.8% | +3.2% | -2.1% |
| 3M | -1.2% | +7.5% | -8.7% | -3.9% |
| 6M | +9.4% | +2.7% | +6.7% | +7.6% |
| YTD | +13.3% | +6.0% | +7.3% | +9.6% |
| 1Y | +13.4% | +7.8% | +5.6% | +8.9% |
| 3Y | +50.4% | +5.8% | +44.7% | +43.9% |
| 5Y | +49.0% | -11.6% | +60.6% | +51.0% |
| 10Y | +182.6% | +14.6% | +168.0% | +152.2% |
| All | +384.6% | +93.5% | +291.1% | +325.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling