+1,054.0%
IJH vs SU
+2,027.0%
-973.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.9% | +2.2% | -4.1% | -2.5% |
| 30D | -4.6% | +8.4% | -13.1% | -7.0% |
| 3M | -1.2% | +12.1% | -13.2% | -5.0% |
| 6M | +9.4% | +19.7% | -10.3% | +2.4% |
| YTD | +13.3% | +58.4% | -45.1% | -2.7% |
| 1Y | +13.4% | +67.2% | -53.8% | -4.4% |
| 3Y | +50.4% | +125.0% | -74.6% | +13.9% |
| 5Y | +49.0% | +355.1% | -306.1% | -12.6% |
| 10Y | +182.6% | +263.7% | -81.1% | +63.5% |
| All | +1,054.0% | +2,027.0% | -973.0% | +346.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling