+177.1%
IJH vs ALLY
+190.4%
-13.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.3% |
| 7D | -2.5% | -3.3% | +0.8% | -1.2% |
| 30D | -5.0% | -4.1% | -1.0% | -3.5% |
| 3M | +0.5% | +1.4% | -0.9% | -0.3% |
| 6M | +8.2% | +14.4% | -6.1% | +2.0% |
| YTD | +12.5% | -4.9% | +17.4% | +13.7% |
| 1Y | +14.4% | +5.5% | +8.8% | +10.5% |
| 3Y | +49.5% | +66.0% | -16.5% | +16.7% |
| 5Y | +47.8% | -2.4% | +50.1% | +36.7% |
| All | +177.1% | +190.4% | -13.3% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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