-27.3%
BX vs IJH
+14.9%
-42.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.5% |
| 7D | -5.6% | -1.9% | -3.8% | -3.4% |
| 30D | -12.2% | -4.6% | -7.6% | -7.1% |
| 3M | +7.4% | -1.2% | +8.6% | +9.0% |
| 6M | +22.2% | +9.4% | +12.8% | +10.7% |
| YTD | -14.0% | +13.3% | -27.3% | -23.9% |
| 1Y | -27.3% | +13.4% | -40.7% | -36.2% |
| All | -27.3% | +14.9% | -42.2% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling