-0.3%
BA vs IJR
+54.5%
-54.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.1% |
| 7D | +2.5% | +0.9% | +1.5% | +1.8% |
| 30D | -10.1% | -3.1% | -7.0% | -7.9% |
| 3M | -2.4% | +4.4% | -6.8% | -5.4% |
| 6M | -8.8% | +16.1% | -24.9% | -18.1% |
| YTD | -2.9% | +20.6% | -23.5% | -15.4% |
| 1Y | -8.8% | +22.9% | -31.6% | -21.7% |
| 3Y | -0.3% | +55.2% | -55.5% | -28.5% |
| All | -0.3% | +54.5% | -54.7% | -28.5% |
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