+1,075.9%
IJH vs ACGL
+6,038.8%
-4,962.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.8% |
| 7D | +0.1% | -0.7% | +0.9% | +0.4% |
| 30D | -1.5% | -1.0% | -0.5% | -1.2% |
| 3M | +0.8% | +11.0% | -10.3% | -3.9% |
| 6M | +7.6% | -0.3% | +7.9% | +6.9% |
| YTD | +15.5% | +2.3% | +13.2% | +13.3% |
| 1Y | +16.9% | +6.4% | +10.5% | +12.5% |
| 3Y | +48.1% | +34.0% | +14.1% | +26.0% |
| 5Y | +47.8% | +161.6% | -113.8% | -7.4% |
| 10Y | +178.6% | +278.6% | -100.0% | +46.6% |
| All | +1,075.9% | +6,038.8% | -4,962.9% | +264.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling