+48.1%
IJH vs SPG
+106.0%
-58.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -1.9% | -1.2% | -0.7% | -1.3% |
| 30D | -4.6% | -6.1% | +1.5% | -1.5% |
| 3M | -1.2% | -3.6% | +2.5% | +0.4% |
| 6M | +9.4% | +10.4% | -1.0% | +3.0% |
| YTD | +13.3% | +14.4% | -1.0% | +4.5% |
| 1Y | +13.4% | +16.5% | -3.2% | +3.3% |
| 3Y | +50.4% | +106.8% | -56.4% | -2.1% |
| All | +48.1% | +106.0% | -58.0% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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