-63.2%
SPCH vs IJH
-2.5%
-60.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.6% | -8.2% | -10.4% |
| 7D | -13.4% | +1.7% | -15.1% | -19.6% |
| 30D | -39.6% | +1.2% | -40.9% | -42.3% |
| 3M | -1.4% | -3.4% | +2.0% | +22.6% |
| All | -63.2% | -2.5% | -60.7% | -57.6% |
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 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 · Available span rolling