+169.3%
IJH vs ACGL
+324.4%
-155.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | +2.3% | +2.2% | +0.1% | +1.3% |
| 30D | +2.1% | +12.3% | -10.2% | -3.4% |
| 3M | -5.7% | +11.8% | -17.5% | -10.6% |
| 6M | +1.4% | +17.5% | -16.0% | -6.7% |
| YTD | +12.6% | +14.3% | -1.6% | +4.4% |
| 1Y | +16.1% | +18.2% | -2.0% | +5.9% |
| 3Y | +57.8% | +33.2% | +24.7% | +31.2% |
| 5Y | +36.8% | +174.3% | -137.5% | -25.9% |
| All | +169.3% | +324.4% | -155.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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