+46.8%
IJH vs AUR
-35.7%
+82.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -1.9% | +1.4% | -3.3% | -2.0% |
| 30D | -4.6% | -6.4% | +1.8% | -4.2% |
| 3M | -1.2% | +7.7% | -8.9% | -2.3% |
| 6M | +9.4% | +44.5% | -35.1% | +4.3% |
| YTD | +13.3% | +67.4% | -54.1% | +6.2% |
| 1Y | +13.4% | +15.4% | -2.1% | +9.8% |
| 3Y | +50.4% | +94.8% | -44.4% | +28.5% |
| 5Y | +49.0% | -35.1% | +84.1% | +24.7% |
| All | +46.8% | -35.7% | +82.5% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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