+179.3%
IJH vs BAX
-38.1%
+217.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | -1.9% | -7.9% | +6.0% | +0.5% |
| 30D | -4.6% | -11.7% | +7.0% | -1.1% |
| 3M | -1.2% | +16.2% | -17.4% | -6.3% |
| 6M | +9.4% | +32.0% | -22.6% | -0.8% |
| YTD | +13.3% | +24.7% | -11.4% | +3.4% |
| 1Y | +13.4% | -2.6% | +16.0% | +11.3% |
| 3Y | +50.4% | -35.0% | +85.4% | +63.6% |
| 5Y | +49.0% | -67.6% | +116.5% | +110.9% |
| All | +179.3% | -38.1% | +217.4% | +234.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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