+35.4%
IJH vs AS
+134.9%
-99.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -1.7% | +6.9% | -8.6% | -2.9% |
| 30D | -0.9% | +16.0% | -16.9% | -3.6% |
| 3M | -5.8% | -12.8% | +7.1% | -3.6% |
| 6M | -2.8% | -15.4% | +12.6% | -0.3% |
| YTD | +10.1% | -15.7% | +25.9% | +12.4% |
| 1Y | +13.8% | +6.1% | +7.8% | +11.3% |
| All | +35.4% | +134.9% | -99.5% | +17.8% |
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