+179.3%
IJH vs SPYG
+424.6%
-245.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.1% |
| 7D | -1.9% | -0.9% | -1.0% | -1.1% |
| 30D | -4.6% | -1.5% | -3.1% | -3.4% |
| 3M | -1.2% | +3.7% | -4.9% | -4.4% |
| 6M | +9.4% | +16.4% | -7.0% | -4.1% |
| YTD | +13.3% | +13.3% | 0.0% | +1.4% |
| 1Y | +13.4% | +17.9% | -4.5% | -2.0% |
| 3Y | +50.4% | +98.3% | -47.9% | -18.2% |
| 5Y | +49.0% | +86.4% | -37.5% | -15.6% |
| All | +179.3% | +424.6% | -245.3% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling