+39.8%
IJR vs BAX
-68.1%
+107.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | -2.2% | -7.9% | +5.7% | -0.2% |
| 30D | -4.6% | -11.7% | +7.1% | -1.8% |
| 3M | +0.2% | +16.2% | -16.0% | -3.9% |
| 6M | +14.7% | +32.0% | -17.3% | +6.2% |
| YTD | +18.9% | +24.7% | -5.9% | +10.6% |
| 1Y | +19.9% | -2.6% | +22.6% | +18.3% |
| 3Y | +53.0% | -35.0% | +88.0% | +63.6% |
| All | +39.8% | -68.1% | +107.9% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling