+1,135.5%
IJR vs BHP
+4,005.1%
-2,869.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -1.1% | +0.9% | -2.0% | -1.5% |
| 30D | -3.6% | +4.0% | -7.7% | -5.2% |
| 3M | +2.3% | +11.3% | -8.9% | -2.3% |
| 6M | +14.3% | +29.3% | -15.0% | +2.6% |
| YTD | +19.3% | +59.2% | -39.9% | -1.5% |
| 1Y | +22.6% | +80.8% | -58.2% | -3.7% |
| 3Y | +53.5% | +88.0% | -34.4% | +17.1% |
| 5Y | +39.9% | +126.6% | -86.7% | -3.7% |
| 10Y | +172.1% | +515.7% | -343.7% | +25.6% |
| All | +1,135.5% | +4,005.1% | -2,869.6% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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