+49.3%
IJH vs SN
+349.8%
-300.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.0% | 0.0% |
| 7D | -2.5% | -7.2% | +4.7% | -0.8% |
| 30D | -5.0% | -13.4% | +8.3% | -2.0% |
| 3M | +0.5% | +26.8% | -26.3% | -5.6% |
| 6M | +8.2% | +44.6% | -36.4% | -2.1% |
| YTD | +12.4% | +45.3% | -32.8% | +1.3% |
| 1Y | +14.4% | +40.1% | -25.7% | +3.5% |
| All | +49.3% | +349.8% | -300.6% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling