+23.3%
BA vs IJH
+171.8%
-148.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.1% | +2.3% | -3.4% | -4.0% |
| 30D | -7.1% | +2.1% | -9.2% | -9.7% |
| 3M | -25.5% | -5.7% | -19.9% | -20.2% |
| 6M | -28.7% | +1.4% | -30.1% | -30.1% |
| YTD | -21.0% | +12.6% | -33.7% | -32.2% |
| 1Y | -11.9% | +16.1% | -28.0% | -27.4% |
| 3Y | -16.2% | +57.8% | -74.0% | -54.7% |
| 5Y | -22.4% | +36.8% | -59.2% | -49.2% |
| All | +23.3% | +171.8% | -148.5% | -60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling