+1,148.9%
IJR vs BAX
+118.4%
+1,030.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.0% | +0.4% |
| 7D | +0.9% | -2.4% | +3.4% | +1.7% |
| 30D | -3.1% | -9.7% | +6.6% | -0.1% |
| 3M | +4.4% | +29.3% | -24.9% | -4.5% |
| 6M | +16.1% | +40.7% | -24.5% | +2.9% |
| YTD | +20.6% | +30.3% | -9.7% | +8.4% |
| 1Y | +22.9% | +3.4% | +19.5% | +18.2% |
| 3Y | +55.2% | -32.0% | +87.2% | +65.9% |
| 5Y | +41.1% | -66.9% | +108.0% | +88.4% |
| 10Y | +167.0% | -37.1% | +204.0% | +183.5% |
| All | +1,148.9% | +118.4% | +1,030.5% | +950.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling