+168.1%
IJR vs BAH
+207.9%
-39.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -2.2% | +4.3% | -6.4% | -3.3% |
| 30D | -4.6% | -2.5% | -2.1% | -4.1% |
| 3M | +0.2% | -0.9% | +1.2% | -0.1% |
| 6M | +14.7% | +1.5% | +13.3% | +12.9% |
| YTD | +18.9% | -8.0% | +26.8% | +19.0% |
| 1Y | +19.9% | -24.7% | +44.7% | +27.0% |
| 3Y | +53.0% | -28.4% | +81.4% | +56.0% |
| 5Y | +40.9% | +2.8% | +38.1% | +22.5% |
| All | +168.1% | +207.9% | -39.9% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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