+912.6%
IJH vs IAG
+368.4%
+544.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -2.5% | -4.1% | +1.6% | -2.2% |
| 30D | -5.0% | +10.6% | -15.7% | -5.9% |
| 3M | +0.5% | +35.4% | -34.8% | -2.3% |
| 6M | +8.2% | -9.5% | +17.8% | +8.3% |
| YTD | +12.5% | +21.8% | -9.4% | +9.4% |
| 1Y | +14.4% | +84.1% | -69.8% | +7.3% |
| 3Y | +49.5% | +817.4% | -767.9% | +20.3% |
| 5Y | +47.8% | +830.1% | -782.3% | +15.3% |
| 10Y | +180.4% | +413.8% | -233.4% | +115.2% |
| All | +912.6% | +368.4% | +544.2% | +575.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling