+23.1%
IJH vs SARO
-22.5%
+45.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.3% |
| 7D | -1.9% | -3.1% | +1.2% | -1.0% |
| 30D | -4.6% | -12.2% | +7.6% | -1.2% |
| 3M | -1.2% | -7.4% | +6.2% | +0.4% |
| 6M | +9.4% | -15.3% | +24.7% | +13.3% |
| YTD | +13.3% | -16.2% | +29.5% | +17.4% |
| 1Y | +13.4% | -12.1% | +25.5% | +15.3% |
| All | +23.1% | -22.5% | +45.5% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling