+179.3%
IJH vs BDX
+59.3%
+120.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -1.9% | -3.2% | +1.3% | -0.8% |
| 30D | -4.6% | -2.5% | -2.1% | -3.8% |
| 3M | -1.2% | +21.4% | -22.6% | -8.2% |
| 6M | +9.4% | +10.4% | -1.0% | +4.9% |
| YTD | +13.3% | +18.8% | -5.5% | +5.5% |
| 1Y | +13.4% | +21.7% | -8.3% | +4.4% |
| 3Y | +50.4% | -10.0% | +60.4% | +52.6% |
| 5Y | +49.0% | -1.8% | +50.8% | +44.1% |
| All | +179.3% | +59.3% | +120.0% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling