+53.0%
IJR vs BNY
+287.0%
-234.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.2% | -1.3% | -0.8% | -1.4% |
| 30D | -4.6% | -0.2% | -4.4% | -4.6% |
| 3M | +0.2% | +14.9% | -14.7% | -8.0% |
| 6M | +14.7% | +40.0% | -25.3% | -6.9% |
| YTD | +18.9% | +42.0% | -23.1% | -5.0% |
| 1Y | +19.9% | +56.9% | -36.9% | -10.3% |
| 3Y | +53.0% | +289.9% | -236.8% | -40.2% |
| All | +53.0% | +287.0% | -234.0% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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