+8.8%
IJH vs BB
+127.9%
-119.2%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -1.0% |
| 7D | -0.7% | +1.8% | -2.6% | -0.9% |
| 30D | -3.8% | -12.2% | +8.4% | -3.0% |
| 3M | 0.0% | -12.3% | +12.4% | +0.2% |
| 6M | +8.8% | +122.7% | -113.9% | -3.4% |
| All | +8.8% | +127.9% | -119.2% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling