+83.6%
IJH vs ABCL
-81.3%
+164.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | -1.5% | +93.1% | -94.6% | -8.6% |
| 3M | +0.8% | +79.4% | -78.7% | -6.3% |
| 6M | +7.6% | +214.9% | -207.3% | -6.4% |
| YTD | +15.5% | +234.2% | -218.7% | -0.8% |
| 1Y | +16.9% | +174.8% | -157.9% | +1.7% |
| 3Y | +48.1% | +104.5% | -56.4% | +27.0% |
| 5Y | +47.8% | -39.0% | +86.8% | +33.1% |
| All | +83.6% | -81.3% | +164.9% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling