+1,131.0%
IJR vs BDX
+1,134.1%
-3.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -2.2% | -3.2% | +1.0% | -0.9% |
| 30D | -4.6% | -2.5% | -2.0% | -3.7% |
| 3M | +0.2% | +21.4% | -21.2% | -7.7% |
| 6M | +14.7% | +10.4% | +4.3% | +9.4% |
| YTD | +18.9% | +18.8% | 0.0% | +9.8% |
| 1Y | +19.9% | +21.7% | -1.7% | +9.5% |
| 3Y | +53.0% | -10.0% | +63.0% | +54.7% |
| 5Y | +40.9% | -1.8% | +42.7% | +35.7% |
| 10Y | +171.1% | +58.8% | +112.3% | +104.2% |
| All | +1,131.0% | +1,134.1% | -3.0% | +395.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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