+1,055.9%
IJH vs ATI
+1,155.9%
-100.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.7% | +2.4% | -3.1% | -1.3% |
| 30D | -3.8% | -9.5% | +5.6% | -1.5% |
| 3M | 0.0% | +10.4% | -10.4% | -2.9% |
| 6M | +8.8% | +31.8% | -23.1% | +0.4% |
| YTD | +13.5% | +80.0% | -66.5% | -3.3% |
| 1Y | +15.4% | +175.8% | -160.4% | -12.1% |
| 3Y | +50.9% | +364.2% | -313.3% | -2.7% |
| 5Y | +47.8% | +1,076.9% | -1,029.1% | -26.9% |
| 10Y | +183.1% | +1,178.1% | -995.0% | +18.2% |
| All | +1,055.9% | +1,155.9% | -100.0% | +252.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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