+12.1%
IJH vs SARO
-6.5%
+18.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.6% |
| 7D | -3.4% | +6.3% | -9.7% | -4.7% |
| 30D | -3.1% | +20.8% | -24.0% | -7.2% |
| 3M | -6.6% | -18.4% | +11.8% | -2.4% |
| 6M | -1.6% | +0.8% | -2.4% | -3.1% |
| YTD | +9.5% | -11.8% | +21.3% | +10.6% |
| 1Y | +12.1% | -7.3% | +19.4% | +11.3% |
| All | +12.1% | -6.5% | +18.6% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling