+179.3%
IJH vs BAH
+207.9%
-28.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -1.9% | +4.3% | -6.1% | -2.9% |
| 30D | -4.6% | -2.5% | -2.2% | -4.2% |
| 3M | -1.2% | -0.9% | -0.2% | -1.5% |
| 6M | +9.4% | +1.5% | +7.9% | +7.7% |
| YTD | +13.3% | -8.0% | +21.3% | +13.5% |
| 1Y | +13.4% | -24.7% | +38.1% | +19.9% |
| 3Y | +50.4% | -28.4% | +78.8% | +53.2% |
| 5Y | +49.0% | +2.8% | +46.2% | +29.7% |
| All | +179.3% | +207.9% | -28.7% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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