+120.2%
BKR vs IJH
+184.0%
-63.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.4% |
| 7D | -7.0% | -1.9% | -5.1% | -5.1% |
| 30D | -8.1% | -4.6% | -3.5% | -3.5% |
| 3M | -6.6% | -1.2% | -5.5% | -5.8% |
| 6M | +0.9% | +9.4% | -8.5% | -8.8% |
| YTD | +31.1% | +13.3% | +17.8% | +14.1% |
| 1Y | +27.7% | +13.4% | +14.3% | +10.9% |
| 3Y | +71.2% | +50.4% | +20.8% | +9.1% |
| 5Y | +177.6% | +49.0% | +128.7% | +73.5% |
| All | +120.2% | +184.0% | -63.9% | -21.8% |
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