+883.8%
IJR vs BNS
+1,476.3%
-592.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.4% |
| 7D | -2.3% | -2.2% | -0.1% | -1.0% |
| 30D | -4.7% | +4.5% | -9.2% | -7.5% |
| 3M | +2.1% | +14.9% | -12.8% | -6.6% |
| 6M | +13.9% | +32.5% | -18.6% | -4.7% |
| YTD | +18.2% | +28.6% | -10.4% | +0.6% |
| 1Y | +21.8% | +48.4% | -26.5% | -5.1% |
| 3Y | +52.2% | +130.8% | -78.6% | -10.3% |
| 5Y | +40.1% | +94.8% | -54.7% | -9.0% |
| 10Y | +169.7% | +184.3% | -14.7% | +38.1% |
| All | +883.8% | +1,476.3% | -592.5% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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