+83.8%
SPYM vs IJH
+48.0%
+35.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.2% |
| 7D | -0.8% | -1.9% | +1.1% | +0.6% |
| 30D | -1.1% | -4.6% | +3.6% | +2.5% |
| 3M | +3.9% | -1.2% | +5.0% | +4.8% |
| 6M | +13.6% | +9.4% | +4.2% | +6.0% |
| YTD | +12.7% | +13.3% | -0.6% | +2.2% |
| 1Y | +17.6% | +13.4% | +4.2% | +6.4% |
| 3Y | +77.2% | +50.4% | +26.8% | +26.9% |
| All | +83.8% | +48.0% | +35.8% | +31.3% |
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