+48.1%
IJH vs ACI
-39.5%
+87.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.5% | +0.4% |
| 7D | -1.9% | -3.7% | +1.9% | -1.4% |
| 30D | -4.6% | +0.6% | -5.2% | -4.7% |
| 3M | -1.2% | -20.3% | +19.2% | +1.1% |
| 6M | +9.4% | -24.7% | +34.1% | +12.4% |
| YTD | +13.3% | -27.2% | +40.6% | +16.8% |
| 1Y | +13.4% | -32.7% | +46.1% | +18.2% |
| 3Y | +50.4% | -43.9% | +94.3% | +60.7% |
| All | +48.1% | -39.5% | +87.6% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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