+1,047.0%
IJH vs SUI
+1,602.3%
-555.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.5% |
| 7D | +2.3% | -1.5% | +3.8% | +2.9% |
| 30D | +2.1% | +3.7% | -1.7% | +0.1% |
| 3M | -5.7% | -0.4% | -5.3% | -6.0% |
| 6M | +1.4% | -2.8% | +4.2% | +1.7% |
| YTD | +12.6% | -1.6% | +14.3% | +12.1% |
| 1Y | +16.1% | -2.1% | +18.2% | +15.7% |
| 3Y | +57.8% | +18.5% | +39.3% | +41.2% |
| 5Y | +36.8% | -26.5% | +63.3% | +49.0% |
| 10Y | +173.7% | +121.6% | +52.1% | +76.6% |
| All | +1,047.0% | +1,602.3% | -555.4% | +148.7% |
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