+37.2%
IJR vs BIYA
-99.8%
+137.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.5% |
| 7D | -2.2% | -1.8% | -0.4% | -2.2% |
| 30D | -4.6% | -17.5% | +12.9% | -4.5% |
| 3M | +0.2% | -78.0% | +78.3% | +0.3% |
| 6M | +14.7% | -89.5% | +104.2% | +15.1% |
| YTD | +18.9% | -94.3% | +113.1% | +19.6% |
| 1Y | +19.9% | -98.6% | +118.5% | +23.6% |
| All | +37.2% | -99.8% | +137.0% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling