+477.0%
IJH vs BTG
+373.5%
+103.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -1.9% | -3.8% | +1.9% | -1.6% |
| 30D | -4.6% | +3.6% | -8.3% | -4.9% |
| 3M | -1.2% | +32.0% | -33.2% | -3.2% |
| 6M | +9.4% | +3.4% | +6.0% | +8.6% |
| YTD | +13.3% | +20.8% | -7.5% | +11.1% |
| 1Y | +13.4% | +22.4% | -9.0% | +10.8% |
| 3Y | +50.4% | +91.7% | -41.3% | +41.5% |
| 5Y | +49.0% | +79.0% | -30.0% | +39.8% |
| 10Y | +182.6% | +152.6% | +30.0% | +154.5% |
| All | +477.0% | +373.5% | +103.4% | +355.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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