+52.2%
IJR vs BB
+62.2%
-9.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.5% |
| 7D | -2.3% | -2.1% | -0.2% | -2.1% |
| 30D | -4.7% | -16.0% | +11.3% | -2.6% |
| 3M | +2.1% | -14.5% | +16.6% | +3.2% |
| 6M | +13.9% | +118.6% | -104.7% | -1.6% |
| YTD | +18.2% | +98.9% | -80.7% | +3.7% |
| 1Y | +21.8% | +99.5% | -77.6% | +6.1% |
| All | +52.2% | +62.2% | -9.9% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling