+13.4%
IJH vs MGY
+19.0%
-5.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -1.9% | +3.5% | -5.4% | -1.8% |
| 30D | -4.6% | +5.3% | -9.9% | -4.5% |
| 3M | -1.2% | +2.6% | -3.8% | -0.7% |
| 6M | +9.4% | -3.3% | +12.7% | +8.7% |
| YTD | +13.3% | +29.2% | -15.9% | +6.1% |
| 1Y | +13.4% | +18.0% | -4.6% | +7.8% |
| All | +13.4% | +19.0% | -5.6% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling