+258.1%
IJH vs AR
-28.5%
+286.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.3% | +7.4% | -5.1% | +1.3% |
| 30D | +2.1% | +5.8% | -3.7% | +1.2% |
| 3M | -5.7% | +5.2% | -10.9% | -6.6% |
| 6M | +1.4% | +5.4% | -4.0% | +0.1% |
| YTD | +12.6% | +12.4% | +0.2% | +9.6% |
| 1Y | +16.1% | +12.8% | +3.3% | +12.8% |
| 3Y | +57.8% | +47.2% | +10.6% | +45.3% |
| 5Y | +36.8% | +101.1% | -64.4% | +17.8% |
| 10Y | +173.7% | +57.6% | +116.1% | +110.4% |
| All | +258.1% | -28.5% | +286.6% | +199.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling