+1,047.0%
IJH vs ACGL
+6,759.0%
-5,712.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | +2.3% | +2.2% | +0.1% | +1.4% |
| 30D | +2.1% | +12.3% | -10.2% | -2.8% |
| 3M | -5.7% | +11.8% | -17.5% | -10.1% |
| 6M | +1.4% | +17.5% | -16.0% | -5.8% |
| YTD | +12.6% | +14.3% | -1.6% | +5.4% |
| 1Y | +16.1% | +18.2% | -2.0% | +7.1% |
| 3Y | +57.8% | +33.2% | +24.7% | +35.1% |
| 5Y | +36.8% | +174.3% | -137.5% | -15.8% |
| 10Y | +173.7% | +326.3% | -152.6% | +37.1% |
| All | +1,047.0% | +6,759.0% | -5,712.1% | +238.7% |
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 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