+2,648.4%
SPGI vs IJH
+1,068.3%
+1,580.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.7% |
| 7D | -2.5% | +1.0% | -3.5% | -3.3% |
| 30D | +5.4% | -3.1% | +8.5% | +8.2% |
| 3M | +9.0% | +1.9% | +7.1% | +6.8% |
| 6M | +0.8% | +11.0% | -10.2% | -8.6% |
| YTD | -12.6% | +14.7% | -27.3% | -23.1% |
| 1Y | -16.1% | +15.6% | -31.7% | -27.1% |
| 3Y | +19.0% | +52.5% | -33.6% | -20.2% |
| 5Y | +5.1% | +49.1% | -44.0% | -28.9% |
| 10Y | +295.5% | +177.7% | +117.8% | +48.6% |
| All | +2,648.4% | +1,068.3% | +1,580.1% | +235.4% |
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