+1,054.0%
IJH vs SIRI
-89.9%
+1,143.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -1.9% | +0.6% | -2.4% | -1.9% |
| 30D | -4.6% | +2.5% | -7.1% | -4.9% |
| 3M | -1.2% | +6.6% | -7.8% | -1.9% |
| 6M | +9.4% | +32.9% | -23.5% | +6.3% |
| YTD | +13.3% | +50.5% | -37.1% | +8.7% |
| 1Y | +13.4% | +28.0% | -14.6% | +10.2% |
| 3Y | +50.4% | -22.4% | +72.8% | +50.5% |
| 5Y | +49.0% | -41.3% | +90.2% | +50.8% |
| 10Y | +182.6% | -10.4% | +193.0% | +176.4% |
| All | +1,054.0% | -89.9% | +1,143.9% | +967.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling