-20.4%
BA vs IJH
+39.3%
-59.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.2% |
| 7D | -1.4% | +0.2% | -1.6% | -1.7% |
| 30D | -7.9% | +2.1% | -10.0% | -10.1% |
| 3M | -25.2% | -3.6% | -21.6% | -22.4% |
| 6M | -26.7% | +1.8% | -28.6% | -28.1% |
| YTD | -19.6% | +14.1% | -33.7% | -29.9% |
| 1Y | -10.6% | +15.9% | -26.5% | -23.4% |
| 3Y | -11.2% | +59.7% | -70.9% | -47.0% |
| 5Y | -20.4% | +39.1% | -59.5% | -42.0% |
| All | -20.4% | +39.3% | -59.8% | -42.0% |
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