+48.1%
IJH vs SBAC
-43.5%
+91.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.3% |
| 7D | -1.9% | -2.1% | +0.2% | -1.4% |
| 30D | -4.6% | +2.0% | -6.6% | -5.1% |
| 3M | -1.2% | -8.3% | +7.1% | +0.5% |
| 6M | +9.4% | +0.3% | +9.1% | +8.1% |
| YTD | +13.3% | -2.2% | +15.5% | +12.5% |
| 1Y | +13.4% | -4.6% | +18.0% | +13.2% |
| 3Y | +50.4% | -8.3% | +58.7% | +47.9% |
| All | +48.1% | -43.5% | +91.6% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling