+168.1%
IJR vs BWA
+156.8%
+11.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | -0.1% |
| 7D | -2.2% | -1.3% | -0.8% | -1.6% |
| 30D | -4.6% | -2.9% | -1.7% | -3.6% |
| 3M | +0.2% | -10.7% | +11.0% | +4.5% |
| 6M | +14.7% | +26.5% | -11.7% | +1.9% |
| YTD | +18.9% | +49.1% | -30.2% | -4.1% |
| 1Y | +19.9% | +52.1% | -32.1% | -4.4% |
| 3Y | +53.0% | +72.6% | -19.5% | +11.6% |
| 5Y | +40.9% | +89.4% | -48.5% | -4.7% |
| All | +168.1% | +156.8% | +11.3% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling