+138.3%
ADI vs IJH
+48.0%
+90.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +3.9% |
| 7D | +4.6% | -1.9% | +6.4% | +6.9% |
| 30D | -1.2% | -4.6% | +3.5% | +4.6% |
| 3M | -7.8% | -1.2% | -6.7% | -6.1% |
| 6M | +19.3% | +9.4% | +9.9% | +8.5% |
| YTD | +40.9% | +13.3% | +27.6% | +22.9% |
| 1Y | +54.5% | +13.4% | +41.1% | +35.0% |
| 3Y | +123.4% | +50.4% | +73.0% | +44.4% |
| All | +138.3% | +48.0% | +90.3% | +59.7% |
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 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