+40.1%
IJR vs BBWI
-69.5%
+109.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -2.3% | -8.0% | +5.7% | -0.5% |
| 30D | -4.7% | -6.6% | +1.9% | -3.6% |
| 3M | +2.1% | -2.7% | +4.8% | +1.8% |
| 6M | +13.9% | -12.8% | +26.6% | +15.2% |
| YTD | +18.2% | -10.5% | +28.7% | +18.2% |
| 1Y | +21.8% | -35.3% | +57.2% | +30.4% |
| 3Y | +52.2% | -47.7% | +99.9% | +64.2% |
| 5Y | +40.1% | -68.9% | +109.0% | +70.9% |
| All | +40.1% | -69.5% | +109.6% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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