+47.8%
IJH vs ALB
-48.1%
+95.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.4% |
| 7D | -2.5% | -7.6% | +5.1% | -1.1% |
| 30D | -5.0% | -5.6% | +0.6% | -4.2% |
| 3M | +0.5% | -16.8% | +17.4% | +3.6% |
| 6M | +8.2% | -26.3% | +34.5% | +13.0% |
| YTD | +12.4% | -13.2% | +25.7% | +12.6% |
| 1Y | +14.4% | +68.8% | -54.4% | -1.7% |
| 3Y | +49.5% | -30.7% | +80.2% | +48.1% |
| 5Y | +47.8% | -46.3% | +94.1% | +48.3% |
| All | +47.8% | -48.1% | +95.9% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling