+200.4%
BP vs IJR
+1,143.6%
-943.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.2% | +3.0% |
| 7D | +0.9% | +0.9% | 0.0% | +0.3% |
| 30D | +9.1% | -3.1% | +12.3% | +11.4% |
| 3M | +3.9% | +4.4% | -0.5% | +0.2% |
| 6M | +13.6% | +16.1% | -2.5% | +1.1% |
| YTD | +34.0% | +20.6% | +13.4% | +15.7% |
| 1Y | +39.2% | +22.9% | +16.3% | +18.1% |
| 3Y | +36.4% | +55.2% | -18.8% | -4.6% |
| 5Y | +135.8% | +41.1% | +94.7% | +73.5% |
| 10Y | +125.0% | +167.0% | -41.9% | +5.6% |
| All | +200.4% | +1,143.6% | -943.2% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling