+48.1%
IJH vs IAG
+820.9%
-772.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.7% |
| 7D | -1.9% | -1.1% | -0.8% | -1.8% |
| 30D | -4.6% | +12.1% | -16.8% | -5.7% |
| 3M | -1.2% | +25.5% | -26.7% | -3.5% |
| 6M | +9.4% | -7.1% | +16.5% | +9.2% |
| YTD | +13.3% | +22.9% | -9.5% | +9.8% |
| 1Y | +13.4% | +83.3% | -70.0% | +5.7% |
| 3Y | +50.4% | +808.5% | -758.1% | +17.6% |
| All | +48.1% | +820.9% | -772.8% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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