+16.9%
IJH vs SU
+71.8%
-54.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +0.1% | +3.6% | -3.4% | +0.3% |
| 30D | -1.5% | +7.9% | -9.4% | -1.0% |
| 3M | +0.8% | +3.5% | -2.7% | +1.4% |
| 6M | +7.6% | +19.0% | -11.4% | +6.2% |
| YTD | +15.5% | +55.0% | -39.5% | +9.8% |
| 1Y | +16.9% | +71.2% | -54.3% | +10.1% |
| All | +16.9% | +71.8% | -54.9% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling