+593.3%
BA vs IJR
+1,126.2%
-532.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -3.2% |
| 7D | -1.7% | +0.2% | -1.9% | -2.0% |
| 30D | -9.5% | +3.0% | -12.5% | -12.0% |
| 3M | -26.5% | -4.5% | -22.0% | -23.5% |
| 6M | -27.4% | +3.1% | -30.5% | -29.4% |
| YTD | -20.6% | +18.9% | -39.5% | -32.1% |
| 1Y | -11.4% | +21.7% | -33.1% | -26.0% |
| 3Y | -10.8% | +64.0% | -74.9% | -44.2% |
| 5Y | -21.9% | +27.6% | -49.5% | -38.1% |
| 10Y | +28.1% | +167.5% | -139.3% | -41.8% |
| All | +593.3% | +1,126.2% | -532.9% | -6.3% |
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 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