+1,055.9%
IJH vs BAX
+114.2%
+941.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.5% |
| 7D | -0.7% | -5.1% | +4.4% | +0.9% |
| 30D | -3.8% | -12.2% | +8.3% | 0.0% |
| 3M | 0.0% | +21.8% | -21.8% | -6.7% |
| 6M | +8.8% | +36.3% | -27.6% | -2.6% |
| YTD | +13.5% | +27.8% | -14.3% | +2.6% |
| 1Y | +15.4% | -0.1% | +15.5% | +12.1% |
| 3Y | +50.9% | -33.3% | +84.2% | +61.7% |
| 5Y | +47.8% | -67.1% | +114.9% | +97.4% |
| 10Y | +183.1% | -36.9% | +220.0% | +201.0% |
| All | +1,055.9% | +114.2% | +941.6% | +895.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling