+461.4%
IJH vs ACM
+228.1%
+233.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -3.1% | -12.9% | +9.8% | +2.0% |
| 3M | +1.9% | -6.4% | +8.3% | +3.6% |
| 6M | +11.0% | -29.2% | +40.2% | +26.7% |
| YTD | +14.7% | -29.9% | +44.7% | +30.5% |
| 1Y | +15.6% | -47.3% | +62.9% | +48.1% |
| 3Y | +52.5% | -19.6% | +72.2% | +61.0% |
| 5Y | +49.1% | +5.5% | +43.5% | +38.9% |
| 10Y | +177.7% | +129.7% | +48.0% | +76.9% |
| All | +461.4% | +228.1% | +233.3% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ACM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling