+36.5%
IJR vs BIYA
-99.8%
+136.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -2.3% | -1.3% | -1.0% | -2.3% |
| 30D | -4.7% | -15.9% | +11.2% | -4.6% |
| 3M | +2.1% | -81.2% | +83.4% | +2.3% |
| 6M | +13.9% | -88.2% | +102.1% | +14.1% |
| YTD | +18.2% | -94.1% | +112.4% | +19.0% |
| 1Y | +21.8% | -98.7% | +120.5% | +25.8% |
| All | +36.5% | -99.8% | +136.2% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling