+779.4%
SPY vs IJH
+1,055.9%
-276.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.4% |
| 7D | -0.4% | -0.7% | +0.4% | +0.2% |
| 30D | -1.4% | -3.8% | +2.5% | +1.8% |
| 3M | +3.7% | 0.0% | +3.7% | +3.6% |
| 6M | +13.0% | +8.8% | +4.2% | +5.3% |
| YTD | +12.4% | +13.5% | -1.1% | +1.0% |
| 1Y | +18.5% | +15.4% | +3.1% | +4.9% |
| 3Y | +77.6% | +50.9% | +26.7% | +24.7% |
| 5Y | +81.7% | +47.8% | +33.9% | +28.7% |
| 10Y | +319.7% | +183.1% | +136.6% | +66.4% |
| All | +779.4% | +1,055.9% | -276.4% | -0.6% |
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 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