+23.7%
IJH vs AMRZ
-20.1%
+43.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.9% | -7.5% | +5.7% | -0.2% |
| 30D | -4.6% | -12.4% | +7.8% | -1.9% |
| 3M | -1.2% | -22.4% | +21.2% | +4.0% |
| 6M | +9.4% | -29.5% | +38.9% | +17.2% |
| YTD | +13.3% | -24.1% | +37.5% | +19.0% |
| 1Y | +13.4% | -26.3% | +39.6% | +18.6% |
| All | +23.7% | -20.1% | +43.8% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling