+349.6%
BAC vs IJH
+1,054.0%
-704.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.8% |
| 7D | 0.0% | -1.9% | +1.9% | +2.4% |
| 30D | -2.8% | -4.6% | +1.9% | +3.2% |
| 3M | +14.2% | -1.2% | +15.4% | +15.5% |
| 6M | +30.5% | +9.4% | +21.1% | +15.3% |
| YTD | +15.8% | +13.3% | +2.5% | -2.4% |
| 1Y | +26.2% | +13.4% | +12.8% | +5.8% |
| 3Y | +136.5% | +50.4% | +86.1% | +34.8% |
| 5Y | +75.9% | +49.0% | +27.0% | -1.2% |
| 10Y | +397.9% | +182.6% | +215.3% | +16.0% |
| All | +349.6% | +1,054.0% | -704.4% | -76.7% |
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