+24.2%
IJR vs BBY
+33.0%
-8.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.0% | -6.6% | +0.2% |
| 7D | +2.3% | +4.5% | -2.3% | +1.6% |
| 30D | +2.8% | +16.0% | -13.2% | +0.6% |
| 3M | -4.6% | +18.6% | -23.2% | -7.1% |
| 6M | +5.7% | +80.1% | -74.4% | -4.7% |
| YTD | +19.9% | +57.4% | -37.5% | +11.1% |
| 1Y | +24.2% | +34.5% | -10.3% | +23.8% |
| All | +24.2% | +33.0% | -8.8% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 1y: compounded portfolio wealth divided by compounded BBY 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…
1y analysis · Full analysis span regression · 6 months rolling