+168.1%
IJR vs BLDR
+383.3%
-215.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.2% |
| 7D | -2.2% | -8.2% | +6.1% | +0.4% |
| 30D | -4.6% | -16.6% | +12.0% | +0.7% |
| 3M | +0.2% | -23.2% | +23.4% | +7.5% |
| 6M | +14.7% | -33.7% | +48.5% | +27.8% |
| YTD | +18.9% | -41.3% | +60.2% | +36.6% |
| 1Y | +19.9% | -58.8% | +78.7% | +53.8% |
| 3Y | +53.0% | -57.5% | +110.5% | +84.4% |
| 5Y | +40.9% | +12.9% | +28.0% | +16.8% |
| All | +168.1% | +383.3% | -215.3% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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