+13.4%
IJH vs SN
+38.1%
-24.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -1.9% | -7.3% | +5.4% | -0.4% |
| 30D | -4.6% | -13.6% | +9.0% | -2.0% |
| 3M | -1.2% | +18.6% | -19.8% | -5.2% |
| 6M | +9.4% | +46.0% | -36.6% | -0.4% |
| YTD | +13.3% | +43.7% | -30.4% | +3.2% |
| 1Y | +13.4% | +39.2% | -25.8% | +2.7% |
| All | +13.4% | +38.1% | -24.7% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling