+392.9%
BAC vs IJR
+172.1%
+220.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.3% |
| 7D | 0.0% | -2.2% | +2.2% | +2.2% |
| 30D | -2.8% | -4.6% | +1.8% | +1.7% |
| 3M | +14.2% | +0.2% | +14.0% | +13.7% |
| 6M | +30.5% | +14.7% | +15.8% | +13.4% |
| YTD | +15.8% | +18.9% | -3.0% | -2.9% |
| 1Y | +26.2% | +19.9% | +6.2% | +4.4% |
| 3Y | +136.5% | +53.0% | +83.5% | +50.3% |
| 5Y | +75.9% | +40.9% | +35.1% | +20.2% |
| All | +392.9% | +172.1% | +220.8% | +60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling