+1,148.9%
IJR vs BN
+9,290.4%
-8,141.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.8% | +0.5% |
| 7D | +0.9% | -1.2% | +2.1% | +1.5% |
| 30D | -3.1% | -10.9% | +7.8% | +2.4% |
| 3M | +4.4% | -11.1% | +15.5% | +10.3% |
| 6M | +16.1% | -4.4% | +20.5% | +17.8% |
| YTD | +20.6% | -14.1% | +34.7% | +28.4% |
| 1Y | +22.9% | -11.1% | +33.9% | +28.2% |
| 3Y | +55.2% | +75.6% | -20.3% | +13.8% |
| 5Y | +41.1% | +35.8% | +5.3% | +14.7% |
| 10Y | +167.0% | +261.6% | -94.6% | +33.0% |
| All | +1,148.9% | +9,290.4% | -8,141.5% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling