+47.8%
IJH vs ACGL
+152.7%
-104.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.7% | -2.1% | +1.4% | -0.1% |
| 30D | -3.8% | -2.2% | -1.7% | -3.3% |
| 3M | 0.0% | +6.3% | -6.3% | -2.2% |
| 6M | +8.8% | +0.5% | +8.2% | +8.0% |
| YTD | +13.5% | +0.2% | +13.3% | +12.6% |
| 1Y | +15.4% | +7.3% | +8.1% | +11.6% |
| 3Y | +50.9% | +30.8% | +20.1% | +31.5% |
| 5Y | +47.8% | +155.8% | -108.0% | -10.7% |
| All | +47.8% | +152.7% | -104.9% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling