+79.1%
IJH vs ABCL
-81.2%
+160.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +2.3% | -3.3% | +5.6% | +2.6% |
| 30D | +2.1% | -7.1% | +9.2% | +2.5% |
| 3M | -5.7% | +4.7% | -10.4% | -6.8% |
| 6M | +1.4% | +140.9% | -139.5% | -9.4% |
| YTD | +12.6% | +236.0% | -223.3% | -3.8% |
| 1Y | +16.1% | +217.4% | -201.3% | -0.3% |
| 3Y | +57.8% | +188.7% | -130.9% | +30.5% |
| 5Y | +36.8% | -23.5% | +60.3% | +22.0% |
| All | +79.1% | -81.2% | +160.3% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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