-12.8%
BKNG vs IJH
+18.2%
-31.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | -6.0% | +0.1% | -6.1% | -6.1% |
| 30D | -6.6% | -1.5% | -5.1% | -5.9% |
| 3M | +15.7% | +0.8% | +14.9% | +14.8% |
| 6M | +14.1% | +7.6% | +6.6% | +8.0% |
| YTD | -9.3% | +15.5% | -24.8% | -17.6% |
| 1Y | -12.8% | +16.9% | -29.7% | -22.6% |
| All | -12.8% | +18.2% | -31.0% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling