+48.1%
IJH vs SM
+108.4%
-60.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.9% | +4.6% | -6.4% | -2.6% |
| 30D | -4.6% | +18.2% | -22.8% | -7.2% |
| 3M | -1.2% | +22.5% | -23.7% | -4.9% |
| 6M | +9.4% | +50.6% | -41.2% | +0.1% |
| YTD | +13.3% | +108.1% | -94.8% | -3.1% |
| 1Y | +13.4% | +46.0% | -32.6% | +3.4% |
| 3Y | +50.4% | +2.9% | +47.6% | +41.4% |
| All | +48.1% | +108.4% | -60.3% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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