+1,045.0%
IJH vs BTI
+3,575.2%
-2,530.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -2.5% | -2.0% | -0.5% | -1.9% |
| 30D | -5.0% | -3.4% | -1.6% | -4.0% |
| 3M | +0.5% | -9.0% | +9.5% | +3.2% |
| 6M | +8.2% | -5.0% | +13.2% | +9.1% |
| YTD | +12.5% | -0.3% | +12.8% | +11.4% |
| 1Y | +14.4% | +3.1% | +11.3% | +11.8% |
| 3Y | +49.5% | +111.0% | -61.5% | +12.6% |
| 5Y | +47.8% | +117.0% | -69.2% | +9.4% |
| 10Y | +180.4% | +73.9% | +106.5% | +114.9% |
| All | +1,045.0% | +3,575.2% | -2,530.2% | +532.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling