+1,135.5%
IJR vs BTI
+3,539.7%
-2,404.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -1.1% | -2.4% | +1.3% | -0.3% |
| 30D | -3.6% | -4.8% | +1.1% | -2.1% |
| 3M | +2.3% | -8.1% | +10.4% | +4.8% |
| 6M | +14.3% | -4.2% | +18.5% | +15.0% |
| YTD | +19.3% | -1.3% | +20.6% | +18.5% |
| 1Y | +22.6% | +2.1% | +20.5% | +20.2% |
| 3Y | +53.5% | +108.9% | -55.4% | +15.4% |
| 5Y | +39.9% | +114.5% | -74.5% | +3.4% |
| 10Y | +172.1% | +72.2% | +99.8% | +108.4% |
| All | +1,135.5% | +3,539.7% | -2,404.2% | +588.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling