+349.5%
BAC vs IJR
+1,153.0%
-803.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.5% |
| 7D | +1.1% | -0.2% | +1.3% | +1.3% |
| 30D | -0.4% | -2.4% | +2.0% | +2.4% |
| 3M | +16.9% | +3.9% | +13.0% | +11.2% |
| 6M | +26.6% | +12.4% | +14.2% | +9.5% |
| YTD | +15.8% | +21.5% | -5.7% | -8.7% |
| 1Y | +27.2% | +24.0% | +3.2% | -2.8% |
| 3Y | +132.4% | +49.7% | +82.7% | +37.9% |
| 5Y | +72.6% | +39.7% | +32.9% | +8.6% |
| 10Y | +389.7% | +169.0% | +220.7% | +31.9% |
| All | +349.5% | +1,153.0% | -803.5% | -76.2% |
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