+1,055.9%
IJH vs BBWI
+181.6%
+874.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.2% | +0.6% |
| 7D | -0.7% | -4.4% | +3.7% | +0.4% |
| 30D | -3.8% | -7.4% | +3.5% | -2.3% |
| 3M | 0.0% | -2.2% | +2.2% | -0.5% |
| 6M | +8.8% | -16.3% | +25.1% | +11.3% |
| YTD | +13.5% | -9.1% | +22.7% | +12.8% |
| 1Y | +15.4% | -34.5% | +49.9% | +23.3% |
| 3Y | +50.9% | -47.0% | +97.9% | +62.4% |
| 5Y | +47.8% | -68.8% | +116.6% | +75.5% |
| 10Y | +183.1% | -57.4% | +240.4% | +154.3% |
| All | +1,055.9% | +181.6% | +874.2% | +322.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling