-10.8%
BA vs IJR
+60.9%
-71.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -2.9% |
| 7D | -1.7% | +0.2% | -1.9% | -1.9% |
| 30D | -9.5% | +3.0% | -12.5% | -11.6% |
| 3M | -26.5% | -4.5% | -22.0% | -23.9% |
| 6M | -27.4% | +3.1% | -30.5% | -29.0% |
| YTD | -20.6% | +18.9% | -39.5% | -30.2% |
| 1Y | -11.4% | +21.7% | -33.1% | -23.6% |
| 3Y | -10.8% | +64.0% | -74.9% | -32.5% |
| All | -10.8% | +60.9% | -71.8% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling