+57.8%
SO vs IJH
+48.0%
+9.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | -1.1% | -1.9% | +0.8% | -0.7% |
| 30D | -5.0% | -4.6% | -0.4% | -4.1% |
| 3M | -5.8% | -1.2% | -4.6% | -5.6% |
| 6M | -7.9% | +9.4% | -17.3% | -9.9% |
| YTD | +2.4% | +13.3% | -10.9% | -0.7% |
| 1Y | -2.3% | +13.4% | -15.6% | -5.3% |
| 3Y | +41.9% | +50.4% | -8.6% | +24.7% |
| All | +57.8% | +48.0% | +9.8% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling