+753.6%
BA vs IJR
+1,153.0%
-399.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.5% |
| 7D | +1.2% | -0.2% | +1.3% | +1.3% |
| 30D | -11.6% | -2.4% | -9.2% | -9.6% |
| 3M | -2.4% | +3.9% | -6.3% | -5.6% |
| 6M | -6.6% | +12.4% | -19.0% | -15.7% |
| YTD | -2.2% | +21.5% | -23.7% | -17.9% |
| 1Y | -8.0% | +24.0% | -32.0% | -24.4% |
| 3Y | -5.0% | +49.7% | -54.7% | -35.4% |
| 5Y | -2.7% | +39.7% | -42.4% | -28.7% |
| 10Y | +75.9% | +169.0% | -93.1% | -20.6% |
| All | +753.6% | +1,153.0% | -399.4% | +13.4% |
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