+39.8%
IJR vs BB
-26.5%
+66.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | -2.2% | -0.4% | -1.8% | -2.1% |
| 30D | -4.6% | -12.5% | +7.9% | -2.6% |
| 3M | +0.2% | -17.4% | +17.7% | +2.1% |
| 6M | +14.7% | +119.1% | -104.4% | -3.4% |
| YTD | +18.9% | +102.4% | -83.5% | +1.5% |
| 1Y | +19.9% | +98.2% | -78.3% | +2.0% |
| 3Y | +53.0% | +46.9% | +6.1% | +31.1% |
| All | +39.8% | -26.5% | +66.3% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling