+171.9%
SAP vs IJH
+184.0%
-12.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | -4.1% | -1.9% | -2.2% | -2.8% |
| 30D | +1.1% | -4.6% | +5.7% | +4.5% |
| 3M | +26.1% | -1.2% | +27.3% | +26.9% |
| 6M | +9.8% | +9.4% | +0.4% | +2.4% |
| YTD | -13.6% | +13.3% | -26.9% | -21.6% |
| 1Y | -18.7% | +13.4% | -32.1% | -26.3% |
| 3Y | +54.1% | +50.4% | +3.7% | +12.3% |
| 5Y | +54.7% | +49.0% | +5.8% | +12.9% |
| All | +171.9% | +184.0% | -12.2% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling