+1,953.4%
BKNG vs IJR
+1,119.4%
+834.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.4% |
| 7D | -10.7% | -2.3% | -8.3% | -8.5% |
| 30D | -18.1% | -4.7% | -13.4% | -14.0% |
| 3M | +8.5% | +2.1% | +6.4% | +6.1% |
| 6M | -0.1% | +13.9% | -13.9% | -12.5% |
| YTD | -18.2% | +18.2% | -36.5% | -31.2% |
| 1Y | -19.9% | +21.8% | -41.7% | -35.0% |
| 3Y | +41.6% | +52.2% | -10.6% | -12.1% |
| 5Y | +93.1% | +40.1% | +53.0% | +30.3% |
| 10Y | +214.8% | +169.7% | +45.1% | -1.2% |
| All | +1,953.4% | +1,119.4% | +834.1% | -43.2% |
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