+39.8%
IJR vs BN
+33.2%
+6.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -2.2% | -5.2% | +3.0% | +0.5% |
| 30D | -4.6% | -14.5% | +9.9% | +3.3% |
| 3M | +0.2% | -15.0% | +15.2% | +8.7% |
| 6M | +14.7% | -5.4% | +20.1% | +17.0% |
| YTD | +18.9% | -16.4% | +35.3% | +28.6% |
| 1Y | +19.9% | -16.2% | +36.2% | +29.3% |
| 3Y | +53.0% | +67.5% | -14.5% | +11.9% |
| All | +39.8% | +33.2% | +6.6% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling