+239.4%
IJH vs ALLY
+98.8%
+140.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +2.3% | +0.4% | +1.9% | +2.1% |
| 30D | +2.1% | +5.2% | -3.2% | 0.0% |
| 3M | -5.7% | -13.3% | +7.7% | -0.6% |
| 6M | +1.4% | -6.7% | +8.1% | +3.6% |
| YTD | +12.6% | -12.8% | +25.5% | +17.5% |
| 1Y | +16.1% | +0.7% | +15.4% | +14.5% |
| 3Y | +57.8% | +65.2% | -7.4% | +24.5% |
| 5Y | +36.8% | -10.1% | +46.9% | +31.0% |
| 10Y | +173.7% | +177.0% | -3.2% | +57.0% |
| All | +239.4% | +98.8% | +140.7% | +107.8% |
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