+1,953.4%
BKNG vs IJH
+1,045.0%
+908.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +1.6% |
| 7D | -10.7% | -2.5% | -8.2% | -8.0% |
| 30D | -18.1% | -5.0% | -13.1% | -13.3% |
| 3M | +8.5% | +0.5% | +8.0% | +7.5% |
| 6M | -0.1% | +8.2% | -8.3% | -9.1% |
| YTD | -18.2% | +12.4% | -30.7% | -28.9% |
| 1Y | -19.9% | +14.4% | -34.2% | -31.9% |
| 3Y | +41.6% | +49.5% | -7.9% | -13.4% |
| 5Y | +93.1% | +47.8% | +45.3% | +19.8% |
| 10Y | +214.8% | +180.4% | +34.4% | -11.9% |
| All | +1,953.4% | +1,045.0% | +908.4% | -28.4% |
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