+50.4%
IJH vs BBWI
-45.3%
+95.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -0.4% |
| 7D | -1.9% | -4.8% | +3.0% | -1.1% |
| 30D | -4.6% | +3.5% | -8.1% | -5.6% |
| 3M | -1.2% | -0.3% | -0.8% | -1.9% |
| 6M | +9.4% | -5.4% | +14.8% | +8.9% |
| YTD | +13.3% | -4.7% | +18.1% | +12.0% |
| 1Y | +13.4% | -30.5% | +43.9% | +19.1% |
| 3Y | +50.4% | -44.3% | +94.8% | +55.9% |
| All | +50.4% | -45.3% | +95.7% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling