+1,054.0%
IJH vs BDX
+1,134.1%
-80.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -1.9% | -3.2% | +1.3% | -0.6% |
| 30D | -4.6% | -2.5% | -2.1% | -3.8% |
| 3M | -1.2% | +21.4% | -22.6% | -8.9% |
| 6M | +9.4% | +10.4% | -1.0% | +4.4% |
| YTD | +13.3% | +18.8% | -5.5% | +4.7% |
| 1Y | +13.4% | +21.7% | -8.3% | +3.5% |
| 3Y | +50.4% | -10.0% | +60.4% | +51.8% |
| 5Y | +49.0% | -1.8% | +50.8% | +43.3% |
| 10Y | +182.6% | +58.8% | +123.8% | +115.1% |
| All | +1,054.0% | +1,134.1% | -80.1% | +375.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling