+983.1%
IJH vs SNY
+241.9%
+741.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -1.9% | -3.3% | +1.5% | -0.6% |
| 30D | -4.6% | -2.2% | -2.5% | -3.9% |
| 3M | -1.2% | -3.0% | +1.9% | -0.3% |
| 6M | +9.4% | +2.7% | +6.7% | +7.7% |
| YTD | +13.3% | -6.8% | +20.2% | +15.6% |
| 1Y | +13.4% | -5.3% | +18.6% | +14.5% |
| 3Y | +50.4% | -9.8% | +60.2% | +49.6% |
| 5Y | +49.0% | +9.7% | +39.3% | +33.3% |
| 10Y | +182.6% | +64.5% | +118.1% | +107.2% |
| All | +983.1% | +241.9% | +741.1% | +413.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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