+46.9%
IJH vs SFM
+211.2%
-164.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.5% | -8.8% | +6.3% | -1.5% |
| 30D | -5.0% | -14.5% | +9.4% | -3.4% |
| 3M | +0.5% | -16.8% | +17.4% | +2.5% |
| 6M | +8.2% | -5.3% | +13.6% | +7.9% |
| YTD | +12.5% | -9.4% | +21.8% | +12.6% |
| 1Y | +14.4% | -46.2% | +60.5% | +23.3% |
| 3Y | +49.5% | +81.3% | -31.8% | +31.8% |
| All | +46.9% | +211.2% | -164.3% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling