+48.1%
IJH vs SIRI
-41.5%
+89.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -1.9% | +0.6% | -2.4% | -1.9% |
| 30D | -4.6% | +2.5% | -7.1% | -5.0% |
| 3M | -1.2% | +6.6% | -7.8% | -2.3% |
| 6M | +9.4% | +32.9% | -23.5% | +4.5% |
| YTD | +13.3% | +50.5% | -37.1% | +6.1% |
| 1Y | +13.4% | +28.0% | -14.6% | +8.5% |
| 3Y | +50.4% | -22.4% | +72.8% | +49.6% |
| All | +48.1% | -41.5% | +89.6% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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