+179.3%
IJH vs SFM
+271.4%
-92.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -1.9% | -10.6% | +8.8% | -0.4% |
| 30D | -4.6% | -15.5% | +10.8% | -2.6% |
| 3M | -1.2% | -17.4% | +16.3% | +1.1% |
| 6M | +9.4% | -3.4% | +12.8% | +8.8% |
| YTD | +13.3% | -8.7% | +22.0% | +13.4% |
| 1Y | +13.4% | -47.2% | +60.6% | +22.5% |
| 3Y | +50.4% | +82.7% | -32.3% | +32.3% |
| 5Y | +49.0% | +214.3% | -165.3% | +18.0% |
| All | +179.3% | +271.4% | -92.1% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling