+8.8%
IJH vs BAX
+41.4%
-32.7%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | -0.7% | -5.1% | +4.4% | +0.2% |
| 30D | -3.8% | -12.2% | +8.3% | -1.7% |
| 3M | 0.0% | +21.8% | -21.8% | -4.6% |
| 6M | +8.8% | +36.3% | -27.6% | +0.2% |
| All | +8.8% | +41.4% | -32.7% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling