+753.6%
BA vs IJH
+1,075.9%
-322.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +1.2% | +0.1% | +1.0% | +1.0% |
| 30D | -11.6% | -1.5% | -10.1% | -10.3% |
| 3M | -2.4% | +0.8% | -3.1% | -3.0% |
| 6M | -6.6% | +7.6% | -14.2% | -13.0% |
| YTD | -2.2% | +15.5% | -17.7% | -15.3% |
| 1Y | -8.0% | +16.9% | -24.9% | -21.4% |
| 3Y | -5.0% | +48.1% | -53.1% | -36.5% |
| 5Y | -2.7% | +47.8% | -50.5% | -34.0% |
| 10Y | +75.9% | +178.6% | -102.7% | -28.1% |
| All | +753.6% | +1,075.9% | -322.2% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling