+179.3%
IJH vs BLDR
+383.3%
-204.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.1% |
| 7D | -1.9% | -8.2% | +6.4% | +0.6% |
| 30D | -4.6% | -16.6% | +12.0% | +0.3% |
| 3M | -1.2% | -23.2% | +22.0% | +5.4% |
| 6M | +9.4% | -33.7% | +43.1% | +21.0% |
| YTD | +13.3% | -41.3% | +54.7% | +29.0% |
| 1Y | +13.4% | -58.8% | +72.2% | +42.8% |
| 3Y | +50.4% | -57.5% | +107.9% | +78.1% |
| 5Y | +49.0% | +12.9% | +36.0% | +24.1% |
| All | +179.3% | +383.3% | -204.1% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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