+1,062.0%
IJH vs SUI
+1,598.9%
-536.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | +0.2% | -2.4% | +2.6% | +1.2% |
| 30D | +2.1% | +3.3% | -1.2% | +0.3% |
| 3M | -3.6% | +0.7% | -4.3% | -4.4% |
| 6M | +1.8% | -4.1% | +6.0% | +2.8% |
| YTD | +14.1% | -1.8% | +15.9% | +13.6% |
| 1Y | +15.9% | -4.1% | +19.9% | +16.5% |
| 3Y | +59.7% | +17.4% | +42.3% | +43.4% |
| 5Y | +39.1% | -27.0% | +66.1% | +52.0% |
| 10Y | +177.3% | +121.2% | +56.1% | +79.1% |
| All | +1,062.0% | +1,598.9% | -536.8% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling