+200.4%
BP vs IJH
+1,068.3%
-867.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.1% | +2.9% |
| 7D | +0.9% | +1.0% | -0.1% | +0.1% |
| 30D | +9.1% | -3.1% | +12.3% | +11.7% |
| 3M | +3.9% | +1.9% | +2.0% | +1.7% |
| 6M | +13.6% | +11.0% | +2.6% | +3.1% |
| YTD | +34.0% | +14.7% | +19.3% | +18.2% |
| 1Y | +39.2% | +15.6% | +23.6% | +21.6% |
| 3Y | +36.4% | +52.5% | -16.1% | -6.6% |
| 5Y | +135.8% | +49.1% | +86.7% | +61.1% |
| 10Y | +125.0% | +177.7% | -52.6% | -6.0% |
| All | +200.4% | +1,068.3% | -867.9% | -54.0% |
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