+179.3%
IJH vs BUD
-22.3%
+201.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.5% |
| 7D | -1.9% | -2.6% | +0.8% | -0.9% |
| 30D | -4.6% | -1.2% | -3.4% | -4.2% |
| 3M | -1.2% | -4.9% | +3.8% | +0.4% |
| 6M | +9.4% | +9.3% | +0.1% | +5.0% |
| YTD | +13.3% | +24.0% | -10.6% | +3.2% |
| 1Y | +13.4% | +34.5% | -21.2% | -0.3% |
| 3Y | +50.4% | +43.7% | +6.8% | +25.9% |
| 5Y | +49.0% | +46.0% | +2.9% | +21.3% |
| All | +179.3% | -22.3% | +201.5% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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