+47.8%
IJH vs ALM
+856.4%
-808.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.6% | +8.7% | -0.5% |
| 7D | -2.5% | -7.1% | +4.6% | -2.2% |
| 30D | -5.0% | +24.7% | -29.7% | -6.1% |
| 3M | +0.5% | +8.3% | -7.8% | -0.3% |
| 6M | +8.2% | -22.2% | +30.4% | +8.3% |
| YTD | +12.5% | +88.1% | -75.6% | +8.5% |
| 1Y | +14.4% | +272.4% | -258.0% | +7.1% |
| 3Y | +49.5% | +2,004.1% | -1,954.6% | +26.4% |
| 5Y | +47.8% | +915.8% | -868.0% | +27.9% |
| All | +47.8% | +856.4% | -808.6% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling