+48.1%
IJH vs BBY
+1.5%
+46.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | -0.1% |
| 7D | -1.9% | +0.6% | -2.4% | -2.0% |
| 30D | -4.6% | +9.4% | -14.0% | -7.3% |
| 3M | -1.2% | +19.3% | -20.5% | -6.7% |
| 6M | +9.4% | +47.9% | -38.5% | -4.1% |
| YTD | +13.3% | +39.6% | -26.2% | +0.7% |
| 1Y | +13.4% | +22.2% | -8.8% | +4.9% |
| 3Y | +50.4% | +45.0% | +5.5% | +25.4% |
| All | +48.1% | +1.5% | +46.6% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 5y: compounded portfolio wealth divided by compounded BBY 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…
5y analysis · Full analysis span regression · 6 months rolling