+1,131.0%
IJR vs BRO
+3,025.2%
-1,894.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.2% | -7.3% | +5.2% | +1.4% |
| 30D | -4.6% | -6.9% | +2.3% | -1.6% |
| 3M | +0.2% | +10.7% | -10.4% | -5.6% |
| 6M | +14.7% | -2.7% | +17.4% | +14.0% |
| YTD | +18.9% | -16.3% | +35.2% | +26.3% |
| 1Y | +19.9% | -29.1% | +49.0% | +37.5% |
| 3Y | +53.0% | -7.8% | +60.9% | +50.4% |
| 5Y | +40.9% | +18.7% | +22.1% | +18.7% |
| 10Y | +171.1% | +291.9% | -120.8% | +27.1% |
| All | +1,131.0% | +3,025.2% | -1,894.1% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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