+7,787.0%
BLK vs IJH
+1,054.0%
+6,733.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.8% |
| 7D | -3.3% | -1.9% | -1.4% | -1.4% |
| 30D | -6.5% | -4.6% | -1.9% | -1.9% |
| 3M | +6.7% | -1.2% | +7.9% | +7.9% |
| 6M | +14.7% | +9.4% | +5.3% | +4.5% |
| YTD | +2.5% | +13.3% | -10.8% | -9.8% |
| 1Y | -2.8% | +13.4% | -16.2% | -14.5% |
| 3Y | +65.9% | +50.4% | +15.4% | +8.5% |
| 5Y | +33.0% | +49.0% | -16.0% | -11.8% |
| 10Y | +281.2% | +182.6% | +98.6% | +29.1% |
| All | +7,787.0% | +1,054.0% | +6,733.0% | +841.9% |
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