+139.4%
IJH vs ACI
+21.8%
+117.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.6% | -0.3% |
| 7D | +1.0% | -2.6% | +3.6% | +1.3% |
| 30D | -3.1% | +1.1% | -4.2% | -3.3% |
| 3M | +1.9% | -23.6% | +25.6% | +4.4% |
| 6M | +11.0% | -29.9% | +40.9% | +14.6% |
| YTD | +14.7% | -26.9% | +41.6% | +17.6% |
| 1Y | +15.6% | -34.2% | +49.8% | +19.9% |
| 3Y | +52.5% | -43.6% | +96.2% | +60.6% |
| 5Y | +49.1% | -42.4% | +91.5% | +54.4% |
| All | +139.4% | +21.8% | +117.6% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling