+60.7%
BMY vs IJH
+184.0%
-123.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -4.8% | -1.9% | -2.9% | -4.0% |
| 30D | -0.1% | -4.6% | +4.5% | +1.8% |
| 3M | +13.1% | -1.2% | +14.3% | +13.5% |
| 6M | +8.4% | +9.4% | -1.0% | +4.3% |
| YTD | +22.0% | +13.3% | +8.6% | +15.7% |
| 1Y | +40.3% | +13.4% | +26.9% | +32.9% |
| 3Y | +20.5% | +50.4% | -29.9% | +0.7% |
| 5Y | +23.7% | +49.0% | -25.2% | +1.9% |
| All | +60.7% | +184.0% | -123.3% | -3.5% |
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