+39.1%
IJH vs SUI
-27.1%
+66.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +0.2% | -2.4% | +2.6% | +1.0% |
| 30D | +2.1% | +3.3% | -1.2% | +0.7% |
| 3M | -3.6% | +0.7% | -4.3% | -4.2% |
| 6M | +1.8% | -4.1% | +6.0% | +2.7% |
| YTD | +14.1% | -1.8% | +15.9% | +13.7% |
| 1Y | +15.9% | -4.1% | +19.9% | +16.5% |
| 3Y | +59.7% | +17.4% | +42.3% | +43.5% |
| 5Y | +39.1% | -27.0% | +66.1% | +57.3% |
| All | +39.1% | -27.1% | +66.2% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling