-10.1%
BA vs IJR
+21.8%
-31.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.2% |
| 7D | -1.2% | -1.1% | -0.1% | -0.2% |
| 30D | -11.3% | -3.6% | -7.7% | -8.6% |
| 3M | -3.8% | +2.3% | -6.1% | -5.3% |
| 6M | -8.3% | +14.3% | -22.6% | -16.5% |
| YTD | -4.9% | +19.3% | -24.2% | -15.8% |
| 1Y | -10.1% | +22.6% | -32.7% | -21.3% |
| All | -10.1% | +21.8% | -31.9% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling