-45.3%
ACHR vs IJH
+73.9%
-119.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | +0.7% |
| 7D | -5.4% | -2.5% | -2.9% | -1.1% |
| 30D | -19.7% | -5.0% | -14.7% | -12.1% |
| 3M | +7.9% | +0.5% | +7.4% | +7.5% |
| 6M | -13.8% | +8.2% | -22.0% | -23.7% |
| YTD | -27.5% | +12.5% | -40.0% | -39.3% |
| 1Y | -33.9% | +14.4% | -48.3% | -45.6% |
| 3Y | -20.0% | +49.5% | -69.5% | -52.3% |
| 5Y | -44.0% | +47.8% | -91.8% | -64.8% |
| All | -45.3% | +73.9% | -119.3% | -68.1% |
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