+358.7%
ALAB vs IJH
+30.0%
+328.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -3.4% |
| 7D | +0.6% | -2.5% | +3.1% | +5.9% |
| 30D | -8.8% | -5.0% | -3.8% | +1.5% |
| 3M | -14.0% | +0.5% | -14.5% | -12.5% |
| 6M | +144.3% | +8.2% | +136.0% | +119.7% |
| YTD | +71.0% | +12.4% | +58.6% | +44.6% |
| 1Y | +23.5% | +14.4% | +9.1% | +2.2% |
| All | +358.7% | +30.0% | +328.7% | +224.5% |
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