+1,055.9%
IJH vs SAN
+509.8%
+546.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -0.7% | -0.5% | -0.3% | -0.6% |
| 30D | -3.8% | -0.1% | -3.8% | -3.9% |
| 3M | 0.0% | +19.6% | -19.6% | -6.7% |
| 6M | +8.8% | +32.7% | -23.9% | -2.7% |
| YTD | +13.5% | +26.7% | -13.2% | +2.6% |
| 1Y | +15.4% | +51.6% | -36.2% | -2.6% |
| 3Y | +50.9% | +348.7% | -297.8% | -16.9% |
| 5Y | +47.8% | +378.7% | -330.9% | -23.3% |
| 10Y | +183.1% | +336.9% | -153.9% | +41.1% |
| All | +1,055.9% | +509.8% | +546.0% | +277.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling