+39.8%
IJR vs BTI
+118.0%
-78.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -4.6% | -1.1% | -3.5% | -4.4% |
| 3M | +0.2% | -8.8% | +9.0% | +2.3% |
| 6M | +14.7% | -4.0% | +18.7% | +15.0% |
| YTD | +18.9% | +0.4% | +18.5% | +17.4% |
| 1Y | +19.9% | +1.9% | +18.0% | +17.9% |
| 3Y | +53.0% | +108.5% | -55.5% | +13.9% |
| All | +39.8% | +118.0% | -78.2% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 5y: compounded portfolio wealth divided by compounded BTI 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…
5y analysis · Full analysis span regression · 6 months rolling