+179.3%
IJH vs BB
+1.6%
+177.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -1.9% | -0.4% | -1.5% | -1.8% |
| 30D | -4.6% | -12.5% | +7.9% | -3.0% |
| 3M | -1.2% | -17.4% | +16.3% | +0.5% |
| 6M | +9.4% | +119.1% | -109.7% | -4.4% |
| YTD | +13.3% | +102.4% | -89.0% | +0.1% |
| 1Y | +13.4% | +98.2% | -84.8% | -0.1% |
| 3Y | +50.4% | +46.9% | +3.5% | +32.8% |
| 5Y | +49.0% | -26.4% | +75.3% | +39.4% |
| All | +179.3% | +1.6% | +177.7% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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