+1,075.9%
IJH vs SUI
+1,598.4%
-522.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.3% |
| 7D | +0.1% | -2.8% | +2.9% | +1.4% |
| 30D | -1.5% | -1.2% | -0.3% | -1.1% |
| 3M | +0.8% | -1.7% | +2.5% | +1.1% |
| 6M | +7.6% | -10.5% | +18.0% | +12.3% |
| YTD | +15.5% | -1.8% | +17.3% | +15.5% |
| 1Y | +16.9% | -4.1% | +21.0% | +17.8% |
| 3Y | +48.1% | +11.3% | +36.8% | +36.5% |
| 5Y | +47.8% | -32.1% | +79.9% | +67.4% |
| 10Y | +178.6% | +110.4% | +68.1% | +84.3% |
| All | +1,075.9% | +1,598.4% | -522.5% | +156.3% |
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 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