+115.3%
IJH vs ALC
+16.1%
+99.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -1.9% | -6.3% | +4.5% | +0.9% |
| 30D | -4.6% | -10.3% | +5.6% | -0.1% |
| 3M | -1.2% | -0.7% | -0.4% | -1.4% |
| 6M | +9.4% | -17.8% | +27.3% | +18.0% |
| YTD | +13.3% | -15.8% | +29.1% | +20.5% |
| 1Y | +13.4% | -16.7% | +30.1% | +20.8% |
| 3Y | +50.4% | -19.7% | +70.2% | +58.7% |
| 5Y | +49.0% | -19.8% | +68.7% | +53.9% |
| All | +115.3% | +16.1% | +99.2% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling