+243.9%
BSX vs IJR
+1,119.4%
-875.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.3% | -3.5% |
| 7D | -8.2% | -2.3% | -5.9% | -6.7% |
| 30D | -15.8% | -4.7% | -11.1% | -13.0% |
| 3M | -10.8% | +2.1% | -13.0% | -12.2% |
| 6M | -38.4% | +13.9% | -52.3% | -43.8% |
| YTD | -54.8% | +18.2% | -73.0% | -60.0% |
| 1Y | -59.0% | +21.8% | -80.9% | -64.7% |
| 3Y | -20.0% | +52.2% | -72.2% | -42.9% |
| 5Y | -3.1% | +40.1% | -43.2% | -28.0% |
| 10Y | +83.3% | +169.7% | -86.3% | -18.7% |
| All | +243.9% | +1,119.4% | -875.4% | -37.9% |
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