+233.5%
SPOT vs IJH
+49.7%
+183.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -3.1% | -1.9% | -1.2% | -2.1% |
| 30D | +7.4% | -4.6% | +12.0% | +10.0% |
| 3M | +8.2% | -1.2% | +9.3% | +8.5% |
| 6M | +2.2% | +9.4% | -7.2% | -3.6% |
| YTD | -9.5% | +13.3% | -22.8% | -16.8% |
| 1Y | -23.8% | +13.4% | -37.2% | -30.1% |
| 3Y | +233.5% | +50.4% | +183.0% | +154.9% |
| All | +233.5% | +49.7% | +183.7% | +154.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling