+49.2%
IJH vs AR
+141.0%
-91.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.7% | -1.2% | +0.5% | -0.5% |
| 30D | -3.8% | +5.5% | -9.4% | -4.7% |
| 3M | 0.0% | +12.9% | -12.8% | -2.3% |
| 6M | +8.8% | +0.1% | +8.7% | +8.0% |
| YTD | +13.5% | +13.5% | 0.0% | +9.7% |
| 1Y | +15.4% | +21.6% | -6.2% | +9.6% |
| 3Y | +50.9% | +46.0% | +4.9% | +35.3% |
| All | +49.2% | +141.0% | -91.8% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling