+1,592.1%
ACN vs IJH
+923.0%
+669.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.0% |
| 7D | -6.3% | -0.7% | -5.6% | -5.7% |
| 30D | -1.4% | -3.8% | +2.5% | +1.7% |
| 3M | +2.6% | 0.0% | +2.5% | +2.0% |
| 6M | -14.3% | +8.8% | -23.1% | -20.7% |
| YTD | -33.1% | +13.5% | -46.6% | -40.3% |
| 1Y | -28.8% | +15.4% | -44.2% | -37.3% |
| 3Y | -43.0% | +50.9% | -93.9% | -60.2% |
| 5Y | -44.0% | +47.8% | -91.8% | -60.2% |
| 10Y | +88.5% | +183.1% | -94.5% | -22.1% |
| All | +1,592.1% | +923.0% | +669.1% | +80.1% |
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