+47.8%
IJH vs ACM
-0.5%
+48.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.1% |
| 7D | -2.5% | -5.9% | +3.4% | +0.2% |
| 30D | -5.0% | -6.2% | +1.2% | -2.8% |
| 3M | +0.5% | -7.9% | +8.4% | +2.9% |
| 6M | +8.2% | -30.6% | +38.8% | +26.9% |
| YTD | +12.5% | -33.3% | +45.7% | +33.0% |
| 1Y | +14.4% | -49.2% | +63.6% | +56.1% |
| 3Y | +49.5% | -23.5% | +73.0% | +56.3% |
| 5Y | +47.8% | +0.9% | +46.8% | +32.2% |
| All | +47.8% | -0.5% | +48.3% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling