+976.0%
ABT vs IJH
+1,045.0%
-69.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.3% |
| 7D | -5.0% | -2.5% | -2.5% | -3.8% |
| 30D | -5.8% | -5.0% | -0.8% | -3.5% |
| 3M | +16.7% | +0.5% | +16.2% | +16.2% |
| 6M | -5.2% | +8.2% | -13.5% | -9.1% |
| YTD | -16.0% | +12.5% | -28.4% | -20.9% |
| 1Y | -18.3% | +14.4% | -32.6% | -23.8% |
| 3Y | +9.2% | +49.5% | -40.3% | -12.4% |
| 5Y | -11.6% | +47.8% | -59.3% | -29.2% |
| 10Y | +204.2% | +180.4% | +23.8% | +75.4% |
| All | +976.0% | +1,045.0% | -69.0% | +253.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling