+48.1%
IJH vs BRKR
-39.7%
+87.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.9% | -8.7% | +6.8% | +0.1% |
| 30D | -4.6% | -9.9% | +5.2% | -2.6% |
| 3M | -1.2% | -3.1% | +1.9% | -2.2% |
| 6M | +9.4% | +45.5% | -36.1% | -3.3% |
| YTD | +13.3% | +13.7% | -0.4% | +6.0% |
| 1Y | +13.4% | +67.4% | -54.0% | -4.9% |
| 3Y | +50.4% | -13.2% | +63.7% | +42.7% |
| All | +48.1% | -39.7% | +87.8% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 5y: compounded portfolio wealth divided by compounded BRKR 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…
5y analysis · Full analysis span regression · 6 months rolling