+120.2%
BKR vs IJR
+172.1%
-51.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -1.1% |
| 7D | -7.0% | -2.2% | -4.8% | -5.0% |
| 30D | -8.1% | -4.6% | -3.5% | -3.9% |
| 3M | -6.6% | +0.2% | -6.9% | -7.2% |
| 6M | +0.9% | +14.7% | -13.9% | -12.2% |
| YTD | +31.1% | +18.9% | +12.2% | +10.2% |
| 1Y | +27.7% | +19.9% | +7.8% | +6.0% |
| 3Y | +71.2% | +53.0% | +18.2% | +9.4% |
| 5Y | +177.6% | +40.9% | +136.8% | +88.2% |
| All | +120.2% | +172.1% | -51.9% | -10.8% |
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