+52.2%
IJR vs BN
+69.2%
-17.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | -2.3% | -5.9% | +3.5% | +0.7% |
| 30D | -4.7% | -15.1% | +10.4% | +3.4% |
| 3M | +2.1% | -14.6% | +16.7% | +10.4% |
| 6M | +13.9% | -8.4% | +22.3% | +18.0% |
| YTD | +18.2% | -16.8% | +35.0% | +28.1% |
| 1Y | +21.8% | -14.4% | +36.2% | +29.4% |
| All | +52.2% | +69.2% | -17.0% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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