+1,158.3%
IJR vs BBWI
+210.3%
+948.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | -0.4% |
| 7D | -0.2% | +1.5% | -1.7% | -0.6% |
| 30D | -2.4% | -5.2% | +2.8% | -1.5% |
| 3M | +3.9% | +11.1% | -7.2% | -0.3% |
| 6M | +12.4% | -13.4% | +25.8% | +14.1% |
| YTD | +21.5% | +0.1% | +21.4% | +17.6% |
| 1Y | +24.0% | -36.1% | +60.1% | +34.0% |
| 3Y | +49.7% | -44.1% | +93.8% | +60.1% |
| 5Y | +39.7% | -66.2% | +105.9% | +64.1% |
| 10Y | +169.0% | -54.8% | +223.8% | +139.1% |
| All | +1,158.3% | +210.3% | +948.1% | +333.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling