+248.0%
IJH vs ALLY
+124.8%
+123.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.1% | +3.7% | -3.6% | -1.3% |
| 30D | -1.5% | -2.3% | +0.8% | -0.7% |
| 3M | +0.8% | +3.8% | -3.1% | -0.9% |
| 6M | +7.6% | +9.7% | -2.1% | +3.2% |
| YTD | +15.5% | -1.4% | +16.9% | +15.1% |
| 1Y | +16.9% | +8.2% | +8.7% | +12.0% |
| 3Y | +48.1% | +66.5% | -18.4% | +16.4% |
| 5Y | +47.8% | +1.2% | +46.6% | +35.0% |
| 10Y | +178.6% | +191.4% | -12.9% | +56.0% |
| All | +248.0% | +124.8% | +123.2% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling