+118.0%
IJH vs ALC
+21.6%
+96.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | +0.2% |
| 7D | +1.0% | -3.7% | +4.7% | +2.6% |
| 30D | -3.1% | -3.7% | +0.6% | -1.6% |
| 3M | +1.9% | +4.6% | -2.6% | -0.5% |
| 6M | +11.0% | -14.6% | +25.6% | +17.7% |
| YTD | +14.7% | -11.9% | +26.6% | +19.6% |
| 1Y | +15.6% | -13.1% | +28.7% | +20.9% |
| 3Y | +52.5% | -15.0% | +67.5% | +56.9% |
| 5Y | +49.1% | -16.2% | +65.3% | +51.1% |
| All | +118.0% | +21.6% | +96.4% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling