+917.6%
IJH vs BNS
+1,486.6%
-569.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -1.9% | -0.4% | -1.5% | -1.6% |
| 30D | -4.6% | +3.5% | -8.1% | -6.8% |
| 3M | -1.2% | +14.1% | -15.2% | -9.0% |
| 6M | +9.4% | +33.8% | -24.4% | -8.5% |
| YTD | +13.3% | +29.5% | -16.1% | -3.5% |
| 1Y | +13.4% | +48.4% | -35.0% | -11.1% |
| 3Y | +50.4% | +129.6% | -79.2% | -10.0% |
| 5Y | +49.0% | +96.1% | -47.1% | -2.7% |
| 10Y | +182.6% | +186.2% | -3.6% | +45.6% |
| All | +917.6% | +1,486.6% | -569.1% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling