+1,697.4%
SO vs IJH
+1,068.3%
+629.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +1.0% | +1.0% | 0.0% | +0.6% |
| 30D | -3.2% | -3.1% | -0.1% | -2.1% |
| 3M | -1.7% | +1.9% | -3.6% | -2.5% |
| 6M | -7.2% | +11.0% | -18.2% | -10.9% |
| YTD | +4.6% | +14.7% | -10.2% | -1.0% |
| 1Y | +1.2% | +15.6% | -14.4% | -4.6% |
| 3Y | +45.3% | +52.5% | -7.3% | +21.3% |
| 5Y | +58.7% | +49.1% | +9.7% | +31.9% |
| 10Y | +155.9% | +177.7% | -21.8% | +63.8% |
| All | +1,697.4% | +1,068.3% | +629.1% | +621.0% |
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 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