-16.5%
ABT vs IJH
+18.2%
-34.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +2.5% | -1.5% | +4.0% | +2.7% |
| 3M | +20.2% | +0.8% | +19.4% | +19.7% |
| 6M | -2.9% | +7.6% | -10.5% | -5.7% |
| YTD | -11.9% | +15.5% | -27.4% | -16.3% |
| 1Y | -16.5% | +16.9% | -33.5% | -21.3% |
| All | -16.5% | +18.2% | -34.8% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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