+179.3%
IJH vs SGI
+270.1%
-90.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -1.9% | -4.5% | +2.6% | -0.6% |
| 30D | -4.6% | +4.2% | -8.8% | -5.9% |
| 3M | -1.2% | -7.4% | +6.3% | +0.6% |
| 6M | +9.4% | -15.1% | +24.5% | +13.3% |
| YTD | +13.3% | -24.7% | +38.0% | +21.0% |
| 1Y | +13.4% | -21.8% | +35.1% | +19.3% |
| 3Y | +50.4% | +50.0% | +0.4% | +29.5% |
| 5Y | +49.0% | +48.9% | 0.0% | +23.5% |
| All | +179.3% | +270.1% | -90.8% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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