-48.8%
SE vs IJH
+17.8%
-66.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.8% | +3.9% |
| 7D | +6.7% | +1.7% | +5.0% | +5.3% |
| 30D | -17.2% | +1.2% | -18.4% | -18.0% |
| 3M | -28.0% | -3.4% | -24.6% | -25.9% |
| 6M | -6.1% | +3.7% | -9.8% | -10.0% |
| YTD | -37.1% | +13.9% | -51.1% | -44.7% |
| 1Y | -48.8% | +17.4% | -66.2% | -56.2% |
| All | -48.8% | +17.8% | -66.6% | -56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling