+47.8%
IJH vs SUI
-33.5%
+81.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -0.7% | -4.3% | +3.6% | +0.9% |
| 30D | -3.8% | -2.1% | -1.7% | -3.2% |
| 3M | 0.0% | -6.1% | +6.1% | +2.0% |
| 6M | +8.8% | -12.8% | +21.5% | +14.0% |
| YTD | +13.5% | -4.6% | +18.1% | +14.7% |
| 1Y | +15.4% | -7.7% | +23.1% | +17.9% |
| 3Y | +50.9% | +10.9% | +40.0% | +39.1% |
| 5Y | +47.8% | -32.4% | +80.2% | +70.5% |
| All | +47.8% | -33.5% | +81.3% | +70.5% |
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