+81.0%
BSX vs IJR
+172.1%
-91.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | -10.1% | -2.2% | -7.9% | -8.9% |
| 30D | -16.4% | -4.6% | -11.8% | -14.0% |
| 3M | -8.9% | +0.2% | -9.1% | -9.0% |
| 6M | -38.3% | +14.7% | -53.0% | -43.3% |
| YTD | -54.9% | +18.9% | -73.8% | -59.7% |
| 1Y | -58.8% | +19.9% | -78.7% | -63.4% |
| 3Y | -21.2% | +53.0% | -74.2% | -42.0% |
| 5Y | -3.3% | +40.9% | -44.2% | -26.0% |
| All | +81.0% | +172.1% | -91.1% | -12.1% |
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 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