-40.9%
SE vs IJH
+18.2%
-59.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -6.1% | +0.1% | -6.2% | -6.2% |
| 30D | -2.5% | -1.5% | -1.0% | -1.2% |
| 3M | +21.7% | +0.8% | +21.0% | +20.4% |
| 6M | +27.0% | +7.6% | +19.4% | +16.8% |
| YTD | -12.1% | +15.5% | -27.6% | -23.4% |
| 1Y | -40.9% | +16.9% | -57.8% | -49.0% |
| All | -40.9% | +18.2% | -59.1% | -49.0% |
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