+134.1%
BP vs IJR
+172.1%
-37.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | +5.2% | -2.2% | +7.4% | +6.8% |
| 30D | +8.7% | -4.6% | +13.3% | +12.1% |
| 3M | +9.3% | +0.2% | +9.1% | +8.4% |
| 6M | +13.6% | +14.7% | -1.1% | +1.4% |
| YTD | +37.7% | +18.9% | +18.8% | +19.3% |
| 1Y | +40.6% | +19.9% | +20.7% | +20.5% |
| 3Y | +40.3% | +53.0% | -12.7% | -3.9% |
| 5Y | +141.4% | +40.9% | +100.6% | +72.7% |
| All | +134.1% | +172.1% | -37.9% | +1.8% |
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