+47.8%
IJH vs BUD
+44.8%
+3.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.5% | -3.2% | +0.7% | -1.5% |
| 30D | -5.0% | -3.7% | -1.4% | -4.0% |
| 3M | +0.5% | -4.4% | +5.0% | +1.7% |
| 6M | +8.2% | +7.7% | +0.5% | +4.9% |
| YTD | +12.5% | +23.1% | -10.6% | +3.9% |
| 1Y | +14.4% | +33.6% | -19.3% | +2.5% |
| 3Y | +49.5% | +44.7% | +4.8% | +26.7% |
| 5Y | +47.8% | +44.9% | +2.9% | +21.5% |
| All | +47.8% | +44.8% | +3.0% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling