-23.8%
SPOT vs IJH
+14.9%
-38.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -3.1% | -1.9% | -1.2% | -2.9% |
| 30D | +7.4% | -4.6% | +12.0% | +7.7% |
| 3M | +8.2% | -1.2% | +9.3% | +7.9% |
| 6M | +2.2% | +9.4% | -7.2% | -0.6% |
| YTD | -9.5% | +13.3% | -22.8% | -12.7% |
| 1Y | -23.8% | +13.4% | -37.2% | -26.7% |
| All | -23.8% | +14.9% | -38.7% | -26.7% |
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 · 6 months rolling