+568.6%
SE vs IJH
+132.0%
+436.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -2.9% |
| 7D | -3.6% | -0.7% | -2.9% | -2.8% |
| 30D | -5.3% | -3.8% | -1.5% | -1.0% |
| 3M | +28.1% | 0.0% | +28.1% | +27.6% |
| 6M | +20.7% | +8.8% | +11.9% | +9.1% |
| YTD | -14.8% | +13.5% | -28.3% | -26.6% |
| 1Y | -43.6% | +15.4% | -59.0% | -52.4% |
| 3Y | +184.2% | +50.9% | +133.3% | +72.4% |
| 5Y | -66.3% | +47.8% | -114.1% | -77.3% |
| All | +568.6% | +132.0% | +436.6% | +203.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling