+179.3%
IJH vs ALB
+78.3%
+101.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.6% |
| 7D | -1.9% | -6.6% | +4.8% | -0.3% |
| 30D | -4.6% | -8.1% | +3.5% | -3.0% |
| 3M | -1.2% | -25.7% | +24.5% | +5.4% |
| 6M | +9.4% | -29.5% | +38.9% | +16.7% |
| YTD | +13.3% | -16.2% | +29.5% | +14.5% |
| 1Y | +13.4% | +59.2% | -45.9% | -4.4% |
| 3Y | +50.4% | -33.7% | +84.2% | +49.1% |
| 5Y | +49.0% | -48.1% | +97.1% | +50.2% |
| All | +179.3% | +78.3% | +101.0% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling