+477.2%
IJH vs BR
+1,278.7%
-801.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -1.9% | -3.0% | +1.1% | -0.4% |
| 30D | -4.6% | -0.3% | -4.3% | -4.7% |
| 3M | -1.2% | +17.3% | -18.5% | -9.8% |
| 6M | +9.4% | -6.7% | +16.1% | +11.4% |
| YTD | +13.3% | -23.4% | +36.8% | +26.8% |
| 1Y | +13.4% | -32.7% | +46.1% | +35.6% |
| 3Y | +50.4% | -5.9% | +56.3% | +48.8% |
| 5Y | +49.0% | +8.4% | +40.5% | +34.0% |
| 10Y | +182.6% | +189.2% | -6.6% | +46.1% |
| All | +477.2% | +1,278.7% | -801.6% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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