+977.1%
BE vs IJR
+87.6%
+889.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -1.2% |
| 7D | +23.9% | -1.1% | +25.0% | +26.1% |
| 30D | +27.8% | -3.6% | +31.5% | +35.8% |
| 3M | +3.7% | +2.3% | +1.4% | +1.0% |
| 6M | +78.0% | +14.3% | +63.6% | +47.3% |
| YTD | +209.9% | +19.3% | +190.6% | +141.9% |
| 1Y | +389.6% | +22.6% | +367.0% | +271.8% |
| 3Y | +1,730.6% | +53.5% | +1,677.0% | +910.0% |
| 5Y | +1,227.8% | +39.9% | +1,187.9% | +823.1% |
| All | +977.1% | +87.6% | +889.5% | +320.3% |
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