+48.1%
IJH vs AU
+686.2%
-638.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -1.9% | -4.3% | +2.4% | -1.5% |
| 30D | -4.6% | +7.3% | -11.9% | -5.4% |
| 3M | -1.2% | +26.3% | -27.5% | -3.7% |
| 6M | +9.4% | +1.8% | +7.6% | +8.3% |
| YTD | +13.3% | +26.8% | -13.5% | +9.7% |
| 1Y | +13.4% | +66.7% | -53.3% | +6.8% |
| 3Y | +50.4% | +579.1% | -528.6% | +20.7% |
| All | +48.1% | +686.2% | -638.2% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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