+601.9%
BA vs IJR
+1,131.4%
-529.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | 0.0% |
| 7D | -1.4% | -0.4% | -1.0% | -1.1% |
| 30D | -7.9% | +3.5% | -11.4% | -10.9% |
| 3M | -25.2% | -3.8% | -21.4% | -22.7% |
| 6M | -26.7% | +4.3% | -31.0% | -29.5% |
| YTD | -19.6% | +19.4% | -39.0% | -31.5% |
| 1Y | -10.6% | +20.5% | -31.1% | -24.7% |
| 3Y | -11.2% | +63.0% | -74.3% | -44.2% |
| 5Y | -20.4% | +28.6% | -49.0% | -37.4% |
| 10Y | +26.8% | +157.2% | -130.4% | -40.7% |
| All | +601.9% | +1,131.4% | -529.5% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling