+41.3%
IJH vs SN
+453.9%
-412.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.0% | -0.2% |
| 7D | -2.5% | -7.2% | +4.7% | -1.1% |
| 30D | -5.0% | -13.4% | +8.3% | -2.5% |
| 3M | +0.5% | +26.8% | -26.3% | -4.5% |
| 6M | +8.2% | +44.6% | -36.4% | -0.4% |
| YTD | +12.4% | +45.3% | -32.8% | +3.2% |
| 1Y | +14.4% | +40.1% | -25.7% | +5.3% |
| 3Y | +49.5% | +375.3% | -325.8% | +19.5% |
| All | +41.3% | +453.9% | -412.6% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling