+392.9%
BAC vs IJH
+184.0%
+208.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.6% |
| 7D | 0.0% | -1.9% | +1.9% | +2.0% |
| 30D | -2.8% | -4.6% | +1.9% | +2.2% |
| 3M | +14.2% | -1.2% | +15.4% | +15.4% |
| 6M | +30.5% | +9.4% | +21.1% | +17.8% |
| YTD | +15.8% | +13.3% | +2.5% | +0.5% |
| 1Y | +26.2% | +13.4% | +12.8% | +9.1% |
| 3Y | +136.5% | +50.4% | +86.1% | +48.6% |
| 5Y | +75.9% | +49.0% | +27.0% | +10.5% |
| All | +392.9% | +184.0% | +208.9% | +43.5% |
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