+179.3%
IJH vs ALM
+2,589.2%
-2,410.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +1.0% |
| 7D | -1.9% | -11.8% | +10.0% | -1.5% |
| 30D | -4.6% | +7.8% | -12.4% | -5.0% |
| 3M | -1.2% | -9.3% | +8.1% | -1.2% |
| 6M | +9.4% | -30.5% | +39.9% | +9.9% |
| YTD | +13.3% | +75.8% | -62.5% | +10.6% |
| 1Y | +13.4% | +241.2% | -227.8% | +8.2% |
| 3Y | +50.4% | +1,872.6% | -1,822.2% | +34.1% |
| 5Y | +49.0% | +849.6% | -800.6% | +34.4% |
| All | +179.3% | +2,589.2% | -2,410.0% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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