+53.0%
IJR vs BTG
+94.8%
-41.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -2.2% | -3.8% | +1.6% | -1.8% |
| 30D | -4.6% | +3.6% | -8.2% | -5.0% |
| 3M | +0.2% | +32.0% | -31.8% | -3.2% |
| 6M | +14.7% | +3.4% | +11.4% | +13.4% |
| YTD | +18.9% | +20.8% | -1.9% | +14.6% |
| 1Y | +19.9% | +22.4% | -2.5% | +14.7% |
| 3Y | +53.0% | +91.7% | -38.7% | +34.9% |
| All | +53.0% | +94.8% | -41.8% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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