+1,054.0%
IJH vs SRE
+2,063.4%
-1,009.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -1.9% | -0.8% | -1.0% | -1.5% |
| 30D | -4.6% | -3.0% | -1.6% | -3.6% |
| 3M | -1.2% | -8.3% | +7.1% | +2.3% |
| 6M | +9.4% | -8.9% | +18.3% | +13.3% |
| YTD | +13.3% | -4.3% | +17.6% | +14.5% |
| 1Y | +13.4% | +2.7% | +10.7% | +10.7% |
| 3Y | +50.4% | +28.7% | +21.8% | +28.9% |
| 5Y | +49.0% | +47.1% | +1.8% | +18.8% |
| 10Y | +182.6% | +121.7% | +60.9% | +79.5% |
| All | +1,054.0% | +2,063.4% | -1,009.4% | +239.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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