+17.4%
IJH vs ALC
+4.2%
+13.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | -0.3% |
| 7D | +1.7% | +10.7% | -9.0% | +0.2% |
| 30D | +1.2% | +20.2% | -18.9% | -1.4% |
| 3M | -3.4% | +8.9% | -12.3% | -4.6% |
| 6M | +3.7% | +5.7% | -2.1% | +2.5% |
| YTD | +13.9% | -1.4% | +15.3% | +14.6% |
| 1Y | +17.4% | +4.7% | +12.7% | +15.6% |
| All | +17.4% | +4.2% | +13.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling