+144.6%
IJH vs MGY
+210.4%
-65.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.9% | +3.5% | -5.4% | -2.7% |
| 30D | -4.6% | +5.3% | -9.9% | -6.0% |
| 3M | -1.2% | +2.6% | -3.8% | -2.4% |
| 6M | +9.4% | -3.3% | +12.7% | +8.9% |
| YTD | +13.3% | +29.2% | -15.9% | +4.4% |
| 1Y | +13.4% | +18.0% | -4.6% | +6.7% |
| 3Y | +50.4% | +30.0% | +20.4% | +35.8% |
| 5Y | +49.0% | +92.7% | -43.7% | +16.6% |
| All | +144.6% | +210.4% | -65.8% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling