+50.4%
IJH vs SAN
+352.3%
-301.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.1% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | -4.6% | +0.9% | -5.6% | -4.9% |
| 3M | -1.2% | +19.1% | -20.3% | -6.2% |
| 6M | +9.4% | +33.2% | -23.8% | +0.2% |
| YTD | +13.3% | +29.1% | -15.8% | +4.0% |
| 1Y | +13.4% | +50.2% | -36.9% | -0.7% |
| 3Y | +50.4% | +351.0% | -300.6% | -5.8% |
| All | +50.4% | +352.3% | -301.8% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling