+36.6%
BP vs IJR
+24.2%
+12.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -3.6% |
| 7D | -8.4% | +2.3% | -10.7% | -7.6% |
| 30D | +2.2% | +2.8% | -0.6% | +3.4% |
| 3M | +8.8% | -4.6% | +13.4% | +7.4% |
| 6M | -0.5% | +5.7% | -6.2% | +0.4% |
| YTD | +36.2% | +19.9% | +16.3% | +35.4% |
| 1Y | +36.6% | +24.2% | +12.4% | +34.3% |
| All | +36.6% | +24.2% | +12.4% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling