+53.0%
IJR vs BTDR
+4.4%
+48.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.3% |
| 7D | -2.2% | -3.4% | +1.2% | -2.0% |
| 30D | -4.6% | +32.6% | -37.2% | -6.6% |
| 3M | +0.2% | -32.2% | +32.5% | +1.9% |
| 6M | +14.7% | +52.4% | -37.6% | +9.4% |
| YTD | +18.9% | +6.7% | +12.2% | +15.4% |
| 1Y | +19.9% | -15.2% | +35.2% | +16.6% |
| 3Y | +53.0% | +14.9% | +38.1% | +30.8% |
| All | +53.0% | +4.4% | +48.7% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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