+5.9%
ABT vs IJH
+49.7%
-43.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.5% |
| 7D | -5.9% | -1.9% | -4.0% | -5.5% |
| 30D | -8.1% | -4.6% | -3.4% | -7.2% |
| 3M | +14.5% | -1.2% | +15.7% | +14.7% |
| 6M | -6.3% | +9.4% | -15.7% | -8.4% |
| YTD | -17.1% | +13.3% | -30.4% | -19.7% |
| 1Y | -21.4% | +13.4% | -34.8% | -23.9% |
| 3Y | +5.9% | +50.4% | -44.5% | -6.9% |
| All | +5.9% | +49.7% | -43.8% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling