+19.9%
IJR vs BAX
-0.4%
+20.3%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | -2.2% | -7.9% | +5.7% | -0.6% |
| 30D | -4.6% | -11.7% | +7.1% | -2.3% |
| 3M | +0.2% | +16.2% | -16.0% | -3.2% |
| 6M | +14.7% | +32.0% | -17.3% | +7.4% |
| YTD | +18.9% | +24.7% | -5.9% | +11.2% |
| 1Y | +19.9% | -2.6% | +22.6% | +17.2% |
| All | +19.9% | -0.4% | +20.3% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling