+977.1%
BE vs IJH
+112.0%
+865.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -1.0% |
| 7D | +23.9% | -0.7% | +24.7% | +25.6% |
| 30D | +27.8% | -3.8% | +31.7% | +37.3% |
| 3M | +3.7% | 0.0% | +3.7% | +5.6% |
| 6M | +78.0% | +8.8% | +69.2% | +59.0% |
| YTD | +209.9% | +13.5% | +196.4% | +160.4% |
| 1Y | +389.6% | +15.4% | +374.2% | +308.8% |
| 3Y | +1,730.6% | +50.9% | +1,679.7% | +915.7% |
| 5Y | +1,227.8% | +47.8% | +1,180.0% | +737.9% |
| All | +977.1% | +112.0% | +865.1% | +258.7% |
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