-14.7%
BA vs IJH
+60.2%
-74.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.1% |
| 7D | -1.4% | +0.2% | -1.6% | -1.7% |
| 30D | -7.9% | +2.1% | -10.0% | -9.8% |
| 3M | -25.2% | -3.6% | -21.6% | -22.7% |
| 6M | -26.7% | +1.8% | -28.6% | -27.9% |
| YTD | -19.6% | +14.1% | -33.7% | -28.6% |
| 1Y | -10.6% | +15.9% | -26.5% | -21.8% |
| All | -14.7% | +60.2% | -74.9% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling