+179.3%
IJH vs BN
+265.2%
-85.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.5% |
| 7D | -1.9% | -5.2% | +3.3% | +1.0% |
| 30D | -4.6% | -14.5% | +9.8% | +3.6% |
| 3M | -1.2% | -15.0% | +13.8% | +7.5% |
| 6M | +9.4% | -5.4% | +14.8% | +11.7% |
| YTD | +13.3% | -16.4% | +29.8% | +23.0% |
| 1Y | +13.4% | -16.2% | +29.6% | +22.4% |
| 3Y | +50.4% | +67.5% | -17.1% | +7.2% |
| 5Y | +49.0% | +34.1% | +14.8% | +17.1% |
| All | +179.3% | +265.2% | -85.9% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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