+16.9%
IJH vs BNS
+52.2%
-35.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +0.1% | +1.5% | -1.4% | -0.5% |
| 30D | -1.5% | +6.0% | -7.4% | -3.6% |
| 3M | +0.8% | +16.3% | -15.6% | -5.9% |
| 6M | +7.6% | +28.8% | -21.2% | -5.1% |
| YTD | +15.5% | +30.0% | -14.5% | +1.5% |
| 1Y | +16.9% | +50.7% | -33.8% | -3.2% |
| All | +16.9% | +52.2% | -35.3% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling