+105.9%
IJH vs SITM
+4,789.7%
-4,683.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.8% | 0.0% |
| 7D | -1.9% | +3.9% | -5.7% | -2.4% |
| 30D | -4.6% | -6.6% | +2.0% | -4.0% |
| 3M | -1.2% | -11.9% | +10.7% | -0.9% |
| 6M | +9.4% | +81.1% | -71.7% | -3.4% |
| YTD | +13.3% | +80.0% | -66.6% | -0.7% |
| 1Y | +13.4% | +145.8% | -132.5% | -6.7% |
| 3Y | +50.4% | +475.9% | -425.4% | +0.4% |
| 5Y | +49.0% | +189.2% | -140.3% | +1.5% |
| All | +105.9% | +4,789.7% | -4,683.7% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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