+13.4%
IJH vs AMRZ
-24.2%
+37.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.9% | -7.5% | +5.7% | -0.1% |
| 30D | -4.6% | -12.4% | +7.8% | -1.8% |
| 3M | -1.2% | -22.4% | +21.2% | +4.1% |
| 6M | +9.4% | -29.5% | +38.9% | +17.4% |
| YTD | +13.3% | -24.1% | +37.5% | +18.8% |
| 1Y | +13.4% | -26.3% | +39.6% | +17.5% |
| All | +13.4% | -24.2% | +37.6% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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