+1,003.0%
BE vs IJR
+87.0%
+916.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.1% | +5.8% |
| 7D | +9.0% | -2.2% | +11.2% | +12.9% |
| 30D | +16.3% | -4.6% | +20.9% | +25.5% |
| 3M | +10.8% | +0.2% | +10.6% | +11.3% |
| 6M | +73.2% | +14.7% | +58.5% | +42.9% |
| YTD | +217.4% | +18.9% | +198.5% | +149.4% |
| 1Y | +309.8% | +19.9% | +289.9% | +222.1% |
| 3Y | +1,726.2% | +53.0% | +1,673.1% | +913.8% |
| 5Y | +1,306.2% | +40.9% | +1,265.3% | +869.5% |
| All | +1,003.0% | +87.0% | +916.0% | +333.2% |
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 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