+265.9%
BAC vs IJR
+1,116.7%
-850.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.2% | +2.2% | +1.1% | +0.6% |
| 30D | -0.7% | +3.8% | -4.6% | -5.1% |
| 3M | -20.0% | -5.7% | -14.2% | -14.4% |
| 6M | +3.4% | +4.6% | -1.2% | -2.5% |
| YTD | -5.7% | +18.0% | -23.7% | -23.1% |
| 1Y | -1.4% | +21.8% | -23.2% | -22.8% |
| 3Y | +97.9% | +61.1% | +36.8% | +7.3% |
| 5Y | +22.9% | +27.3% | -4.4% | -13.3% |
| 10Y | +235.3% | +154.1% | +81.2% | -2.9% |
| All | +265.9% | +1,116.7% | -850.8% | -79.9% |
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