-10.6%
BA vs IJH
+17.8%
-28.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.6% |
| 7D | +5.9% | +1.7% | +4.2% | +4.3% |
| 30D | -8.2% | +1.2% | -9.4% | -9.2% |
| 3M | -25.4% | -3.4% | -21.9% | -23.0% |
| 6M | -20.0% | +3.7% | -23.7% | -22.3% |
| YTD | -18.5% | +13.9% | -32.4% | -25.4% |
| 1Y | -10.6% | +17.4% | -28.1% | -19.3% |
| All | -10.6% | +17.8% | -28.4% | -19.3% |
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 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