+115.3%
SPOT vs IJH
+48.0%
+67.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | 0.0% |
| 7D | -3.1% | -1.9% | -1.2% | -1.3% |
| 30D | +7.4% | -4.6% | +12.0% | +12.1% |
| 3M | +8.2% | -1.2% | +9.3% | +8.7% |
| 6M | +2.2% | +9.4% | -7.2% | -7.6% |
| YTD | -9.5% | +13.3% | -22.8% | -21.5% |
| 1Y | -23.8% | +13.4% | -37.2% | -34.3% |
| 3Y | +233.5% | +50.4% | +183.0% | +98.5% |
| All | +115.3% | +48.0% | +67.3% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling