+260.0%
IJH vs SFM
+108.9%
+151.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.9% | -0.5% |
| 7D | -0.7% | -7.2% | +6.4% | +0.2% |
| 30D | -3.8% | -14.3% | +10.5% | -2.0% |
| 3M | 0.0% | -13.7% | +13.7% | +1.6% |
| 6M | +8.8% | -6.0% | +14.8% | +8.6% |
| YTD | +13.5% | -8.2% | +21.7% | +13.5% |
| 1Y | +15.4% | -46.2% | +61.7% | +24.0% |
| 3Y | +50.9% | +83.6% | -32.6% | +33.4% |
| 5Y | +47.8% | +212.7% | -164.9% | +18.4% |
| 10Y | +183.1% | +273.0% | -90.0% | +112.0% |
| All | +260.0% | +108.9% | +151.1% | +191.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling