+1,040.1%
IJR vs BRKR
+172.5%
+867.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -2.2% | -8.7% | +6.5% | -0.6% |
| 30D | -4.6% | -9.9% | +5.3% | -3.0% |
| 3M | +0.2% | -3.1% | +3.3% | -0.3% |
| 6M | +14.7% | +45.5% | -30.8% | +5.2% |
| YTD | +18.9% | +13.7% | +5.2% | +13.4% |
| 1Y | +19.9% | +67.4% | -47.5% | +6.3% |
| 3Y | +53.0% | -13.2% | +66.2% | +48.5% |
| 5Y | +40.9% | -39.5% | +80.3% | +43.9% |
| 10Y | +171.1% | +153.5% | +17.6% | +116.2% |
| All | +1,040.1% | +172.5% | +867.6% | +601.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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