+179.3%
IJH vs BTI
+73.8%
+105.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | -4.6% | -1.1% | -3.6% | -4.4% |
| 3M | -1.2% | -8.8% | +7.6% | +1.5% |
| 6M | +9.4% | -4.0% | +13.4% | +9.9% |
| YTD | +13.3% | +0.4% | +13.0% | +11.8% |
| 1Y | +13.4% | +1.9% | +11.5% | +11.1% |
| 3Y | +50.4% | +108.5% | -58.1% | +10.6% |
| 5Y | +49.0% | +118.5% | -69.6% | +6.4% |
| All | +179.3% | +73.8% | +105.5% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling