+365.7%
ALAB vs IJH
+32.7%
+333.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.3% | -5.6% |
| 7D | +3.2% | +1.0% | +2.2% | +1.2% |
| 30D | -13.6% | -3.1% | -10.4% | -7.5% |
| 3M | -16.6% | +1.9% | -18.5% | -17.5% |
| 6M | +142.3% | +11.0% | +131.3% | +107.5% |
| YTD | +73.6% | +14.7% | +58.9% | +41.0% |
| 1Y | +33.7% | +15.6% | +18.1% | +8.0% |
| All | +365.7% | +32.7% | +333.0% | +216.5% |
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 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