+74.6%
BA vs IJR
+165.8%
-91.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -0.8% |
| 7D | -1.2% | -1.1% | -0.1% | +0.1% |
| 30D | -11.3% | -3.6% | -7.7% | -7.6% |
| 3M | -3.8% | +2.3% | -6.1% | -6.1% |
| 6M | -8.3% | +14.3% | -22.6% | -20.8% |
| YTD | -4.9% | +19.3% | -24.2% | -22.1% |
| 1Y | -10.1% | +22.6% | -32.7% | -29.0% |
| 3Y | -2.3% | +53.5% | -55.8% | -43.1% |
| 5Y | -3.5% | +39.9% | -43.4% | -37.1% |
| 10Y | +74.6% | +172.1% | -97.5% | -41.7% |
| All | +74.6% | +165.8% | -91.2% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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