+141.3%
BP vs IJR
+38.0%
+103.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | +5.7% | -2.3% | +8.1% | +6.8% |
| 30D | +8.1% | -4.7% | +12.8% | +10.3% |
| 3M | +8.6% | +2.1% | +6.5% | +7.0% |
| 6M | +18.1% | +13.9% | +4.3% | +9.8% |
| YTD | +37.6% | +18.2% | +19.4% | +25.2% |
| 1Y | +39.4% | +21.8% | +17.6% | +24.5% |
| 3Y | +40.1% | +52.2% | -12.1% | +7.9% |
| 5Y | +141.3% | +40.1% | +101.2% | +93.1% |
| All | +141.3% | +38.0% | +103.3% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling