+93.1%
ACN vs IJH
+184.0%
-91.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +2.8% |
| 7D | -1.5% | -1.9% | +0.3% | 0.0% |
| 30D | +2.1% | -4.6% | +6.7% | +5.9% |
| 3M | +11.1% | -1.2% | +12.3% | +11.6% |
| 6M | -6.8% | +9.4% | -16.2% | -14.3% |
| YTD | -30.0% | +13.3% | -43.4% | -37.4% |
| 1Y | -23.1% | +13.4% | -36.5% | -31.3% |
| 3Y | -40.4% | +50.4% | -90.8% | -58.5% |
| 5Y | -41.6% | +49.0% | -90.5% | -59.0% |
| All | +93.1% | +184.0% | -91.0% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling