+20.5%
BMY vs IJR
+52.1%
-31.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -4.8% | -2.2% | -2.6% | -4.0% |
| 30D | -0.1% | -4.6% | +4.5% | +1.6% |
| 3M | +13.1% | +0.2% | +12.9% | +13.0% |
| 6M | +8.4% | +14.7% | -6.3% | +3.0% |
| YTD | +22.0% | +18.9% | +3.1% | +14.4% |
| 1Y | +40.3% | +19.9% | +20.4% | +31.1% |
| 3Y | +20.5% | +53.0% | -32.5% | +0.6% |
| All | +20.5% | +52.1% | -31.5% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling