+406.7%
BNY vs IJH
+184.0%
+222.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.6% |
| 7D | -1.3% | -1.9% | +0.5% | +0.3% |
| 30D | -0.2% | -4.6% | +4.5% | +4.0% |
| 3M | +14.9% | -1.2% | +16.1% | +15.9% |
| 6M | +40.0% | +9.4% | +30.6% | +28.7% |
| YTD | +42.0% | +13.3% | +28.6% | +26.5% |
| 1Y | +56.9% | +13.4% | +43.5% | +39.5% |
| 3Y | +289.9% | +50.4% | +239.4% | +164.2% |
| 5Y | +259.2% | +49.0% | +210.2% | +144.7% |
| All | +406.7% | +184.0% | +222.7% | +92.3% |
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