+47.8%
IJH vs ALC
-19.4%
+67.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | +0.1% |
| 7D | -2.5% | -7.7% | +5.2% | +0.4% |
| 30D | -5.0% | -11.7% | +6.7% | -0.7% |
| 3M | +0.5% | +0.7% | -0.1% | -0.2% |
| 6M | +8.2% | -17.1% | +25.3% | +15.2% |
| YTD | +12.4% | -15.1% | +27.6% | +18.3% |
| 1Y | +14.4% | -14.1% | +28.5% | +19.4% |
| 3Y | +49.5% | -18.2% | +67.7% | +55.5% |
| 5Y | +47.8% | -19.2% | +67.0% | +49.8% |
| All | +47.8% | -19.4% | +67.2% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling