+1,055.9%
IJH vs BB
+80.8%
+975.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.8% |
| 7D | -0.7% | +1.8% | -2.6% | -1.0% |
| 30D | -3.8% | -12.2% | +8.4% | -2.2% |
| 3M | 0.0% | -12.3% | +12.4% | +0.8% |
| 6M | +8.8% | +122.7% | -113.9% | -4.8% |
| YTD | +13.5% | +104.5% | -91.0% | +0.5% |
| 1Y | +15.4% | +106.7% | -91.3% | +1.5% |
| 3Y | +50.9% | +70.0% | -19.0% | +30.9% |
| 5Y | +47.8% | -27.8% | +75.6% | +40.1% |
| 10Y | +183.1% | +2.4% | +180.7% | +121.9% |
| All | +1,055.9% | +80.8% | +975.1% | +559.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling