+13.4%
IJH vs AR
+18.5%
-5.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.7% |
| 7D | -1.9% | -2.5% | +0.6% | -1.9% |
| 30D | -4.6% | +2.5% | -7.2% | -4.6% |
| 3M | -1.2% | +12.3% | -13.5% | -0.9% |
| 6M | +9.4% | -3.1% | +12.5% | +9.5% |
| YTD | +13.3% | +11.5% | +1.8% | +12.0% |
| 1Y | +13.4% | +17.0% | -3.6% | +11.0% |
| All | +13.4% | +18.5% | -5.1% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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