+203.9%
IJH vs SPMO
+566.1%
-362.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.4% |
| 7D | -1.9% | -0.9% | -0.9% | -1.2% |
| 30D | -4.6% | -1.9% | -2.7% | -3.3% |
| 3M | -1.2% | -1.4% | +0.2% | -1.4% |
| 6M | +9.4% | +25.5% | -16.1% | -10.3% |
| YTD | +13.3% | +24.8% | -11.5% | -6.8% |
| 1Y | +13.4% | +24.5% | -11.1% | -6.6% |
| 3Y | +50.4% | +157.1% | -106.7% | -32.0% |
| 5Y | +49.0% | +149.5% | -100.5% | -31.0% |
| 10Y | +182.6% | +518.1% | -335.5% | -22.8% |
| All | +203.9% | +566.1% | -362.2% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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