+1,055.9%
IJH vs BN
+9,111.1%
-8,055.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.1% |
| 7D | -0.7% | -3.0% | +2.3% | +0.7% |
| 30D | -3.8% | -13.0% | +9.2% | +2.7% |
| 3M | 0.0% | -15.2% | +15.2% | +8.0% |
| 6M | +8.8% | -5.9% | +14.7% | +11.2% |
| YTD | +13.5% | -15.8% | +29.3% | +21.8% |
| 1Y | +15.4% | -12.2% | +27.6% | +21.0% |
| 3Y | +50.9% | +72.2% | -21.3% | +11.6% |
| 5Y | +47.8% | +33.2% | +14.6% | +21.1% |
| 10Y | +183.1% | +264.7% | -81.6% | +41.4% |
| All | +1,055.9% | +9,111.1% | -8,055.2% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling