-11.3%
ABT vs IJH
+48.0%
-59.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.7% |
| 7D | -5.9% | -1.9% | -4.0% | -5.1% |
| 30D | -8.1% | -4.6% | -3.4% | -6.3% |
| 3M | +14.5% | -1.2% | +15.7% | +14.9% |
| 6M | -6.3% | +9.4% | -15.7% | -10.2% |
| YTD | -17.1% | +13.3% | -30.4% | -21.9% |
| 1Y | -21.4% | +13.4% | -34.8% | -26.0% |
| 3Y | +5.9% | +50.4% | -44.5% | -16.0% |
| All | -11.3% | +48.0% | -59.2% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling