+18.4%
BX vs IJH
+48.0%
-29.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.3% |
| 7D | -5.6% | -1.9% | -3.8% | -2.9% |
| 30D | -12.2% | -4.6% | -7.6% | -5.8% |
| 3M | +7.4% | -1.2% | +8.6% | +9.4% |
| 6M | +22.2% | +9.4% | +12.8% | +6.9% |
| YTD | -14.0% | +13.3% | -27.3% | -28.4% |
| 1Y | -27.3% | +13.4% | -40.7% | -39.7% |
| 3Y | +24.5% | +50.4% | -25.9% | -31.6% |
| All | +18.4% | +48.0% | -29.5% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling