+288.5%
IJH vs ALM
+8,394.4%
-8,105.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.8% | -9.5% | -0.7% |
| 7D | +1.0% | +8.4% | -7.4% | +1.0% |
| 30D | -3.1% | +34.8% | -38.0% | -3.2% |
| 3M | +1.9% | +16.2% | -14.3% | +1.9% |
| 6M | +11.0% | +2.1% | +8.9% | +10.9% |
| YTD | +14.7% | +117.0% | -102.3% | +14.4% |
| 1Y | +15.6% | +313.9% | -298.3% | +15.1% |
| 3Y | +52.5% | +2,327.9% | -2,275.4% | +51.1% |
| 5Y | +49.1% | +1,040.6% | -991.6% | +47.8% |
| 10Y | +177.7% | +3,219.4% | -3,041.8% | +174.6% |
| All | +288.5% | +8,394.4% | -8,105.8% | +282.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling