+916.5%
IJH vs BG
+1,169.9%
-253.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | -1.9% | +3.1% | -5.0% | -2.8% |
| 30D | -4.6% | +10.2% | -14.9% | -7.6% |
| 3M | -1.2% | -1.7% | +0.5% | -1.3% |
| 6M | +9.4% | +1.0% | +8.4% | +7.9% |
| YTD | +13.3% | +39.9% | -26.6% | +1.1% |
| 1Y | +13.4% | +53.2% | -39.8% | -2.2% |
| 3Y | +50.4% | +16.3% | +34.2% | +38.6% |
| 5Y | +49.0% | +83.9% | -34.9% | +16.4% |
| 10Y | +182.6% | +165.1% | +17.5% | +87.0% |
| All | +916.5% | +1,169.9% | -253.4% | +399.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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