+48.1%
IJH vs BAX
-68.1%
+116.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | -1.9% | -7.9% | +6.0% | -0.1% |
| 30D | -4.6% | -11.7% | +7.0% | -2.0% |
| 3M | -1.2% | +16.2% | -17.4% | -5.0% |
| 6M | +9.4% | +32.0% | -22.6% | +1.7% |
| YTD | +13.3% | +24.7% | -11.4% | +5.8% |
| 1Y | +13.4% | -2.6% | +16.0% | +11.9% |
| 3Y | +50.4% | -35.0% | +85.4% | +60.3% |
| All | +48.1% | -68.1% | +116.2% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling