+727.9%
IJH vs SPXU
-100.0%
+827.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | -0.1% |
| 7D | -1.9% | +2.5% | -4.3% | -0.9% |
| 30D | -4.6% | +4.2% | -8.8% | -3.1% |
| 3M | -1.2% | -9.3% | +8.1% | -3.9% |
| 6M | +9.4% | -30.7% | +40.1% | -2.3% |
| YTD | +13.3% | -28.1% | +41.5% | +3.2% |
| 1Y | +13.4% | -35.2% | +48.6% | +0.3% |
| 3Y | +50.4% | -79.9% | +130.4% | -2.8% |
| 5Y | +49.0% | -86.4% | +135.3% | -1.4% |
| 10Y | +182.6% | -99.5% | +282.1% | -20.7% |
| All | +727.9% | -100.0% | +827.8% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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