+41.9%
IJH vs AS
+120.4%
-78.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.4% | -0.5% |
| 7D | +0.1% | -4.9% | +5.0% | +1.0% |
| 30D | -1.5% | -19.6% | +18.1% | +2.4% |
| 3M | +0.8% | -14.4% | +15.1% | +3.3% |
| 6M | +7.6% | -20.1% | +27.7% | +11.3% |
| YTD | +15.5% | -20.9% | +36.4% | +19.4% |
| 1Y | +16.9% | -21.9% | +38.8% | +20.8% |
| All | +41.9% | +120.4% | -78.4% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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