+50.7%
IJH vs ACM
-22.3%
+73.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | 0.0% |
| 7D | -0.7% | -3.7% | +2.9% | +0.6% |
| 30D | -3.8% | -12.7% | +8.8% | +0.4% |
| 3M | 0.0% | -9.8% | +9.8% | +2.9% |
| 6M | +8.8% | -31.4% | +40.2% | +25.0% |
| YTD | +13.5% | -32.1% | +45.6% | +29.7% |
| 1Y | +15.4% | -47.8% | +63.2% | +49.3% |
| All | +50.7% | -22.3% | +73.0% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling