+168.1%
IJR vs BBY
+252.7%
-84.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | -0.5% |
| 7D | -2.2% | +0.6% | -2.8% | -2.4% |
| 30D | -4.6% | +9.4% | -14.0% | -7.7% |
| 3M | +0.2% | +19.3% | -19.1% | -6.2% |
| 6M | +14.7% | +47.9% | -33.2% | -1.4% |
| YTD | +18.9% | +39.6% | -20.7% | +3.8% |
| 1Y | +19.9% | +22.2% | -2.2% | +9.4% |
| 3Y | +53.0% | +45.0% | +8.0% | +26.4% |
| 5Y | +40.9% | +2.6% | +38.3% | +27.0% |
| All | +168.1% | +252.7% | -84.6% | +73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling