+39.8%
IJR vs BLDR
+10.9%
+28.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.2% |
| 7D | -2.2% | -8.2% | +6.1% | +0.3% |
| 30D | -4.6% | -16.6% | +12.0% | +0.4% |
| 3M | +0.2% | -23.2% | +23.4% | +7.1% |
| 6M | +14.7% | -33.7% | +48.5% | +27.3% |
| YTD | +18.9% | -41.3% | +60.2% | +35.8% |
| 1Y | +19.9% | -58.8% | +78.7% | +52.8% |
| 3Y | +53.0% | -57.5% | +110.5% | +82.0% |
| All | +39.8% | +10.9% | +28.9% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling