+883.5%
BX vs IJH
+440.8%
+442.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -1.6% |
| 7D | -8.9% | -2.5% | -6.4% | -5.9% |
| 30D | -14.8% | -5.0% | -9.8% | -8.9% |
| 3M | +6.9% | +0.5% | +6.4% | +6.3% |
| 6M | +16.3% | +8.2% | +8.0% | +5.2% |
| YTD | -16.1% | +12.4% | -28.5% | -27.5% |
| 1Y | -26.8% | +14.4% | -41.2% | -38.2% |
| 3Y | +22.4% | +49.5% | -27.1% | -24.4% |
| 5Y | +16.0% | +47.8% | -31.8% | -23.7% |
| 10Y | +646.9% | +180.4% | +466.6% | +107.5% |
| All | +883.5% | +440.8% | +442.6% | +20.6% |
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