+71.1%
BA vs IJH
+181.8%
-110.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | +0.4% |
| 7D | -2.7% | -2.5% | -0.2% | +0.4% |
| 30D | -12.2% | -5.0% | -7.2% | -6.4% |
| 3M | -2.0% | +0.5% | -2.5% | -2.6% |
| 6M | -6.0% | +8.2% | -14.2% | -14.5% |
| YTD | -5.7% | +12.5% | -18.1% | -18.6% |
| 1Y | -10.0% | +14.4% | -24.4% | -24.3% |
| 3Y | -3.1% | +49.5% | -52.6% | -43.7% |
| 5Y | -2.6% | +47.8% | -50.4% | -42.5% |
| All | +71.1% | +181.8% | -110.7% | -47.9% |
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