+1,048.4%
IJH vs ACGL
+6,735.9%
-5,687.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +3.0% | -1.2% | +4.2% | +3.5% |
| 30D | +0.8% | +12.8% | -12.0% | -4.2% |
| 3M | -5.1% | +12.3% | -17.4% | -9.7% |
| 6M | +1.3% | +15.8% | -14.6% | -5.4% |
| YTD | +12.8% | +13.9% | -1.1% | +5.6% |
| 1Y | +14.1% | +19.0% | -4.9% | +4.9% |
| 3Y | +57.8% | +33.7% | +24.1% | +34.8% |
| 5Y | +36.9% | +173.4% | -136.4% | -15.6% |
| 10Y | +174.1% | +324.9% | -150.8% | +37.4% |
| All | +1,048.4% | +6,735.9% | -5,687.5% | +239.5% |
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