+797.0%
IJH vs SGI
+2,032.3%
-1,235.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.9% | -0.6% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | -3.8% | +5.5% | -9.4% | -5.2% |
| 3M | 0.0% | -3.6% | +3.6% | +0.5% |
| 6M | +8.8% | -15.0% | +23.8% | +12.0% |
| YTD | +13.5% | -23.0% | +36.5% | +19.3% |
| 1Y | +15.4% | -18.4% | +33.8% | +19.3% |
| 3Y | +50.9% | +57.8% | -6.8% | +32.2% |
| 5Y | +47.8% | +51.5% | -3.7% | +27.1% |
| 10Y | +183.1% | +275.2% | -92.1% | +79.5% |
| All | +797.0% | +2,032.3% | -1,235.3% | +202.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling