+1,135.5%
IJR vs BWA
+1,832.3%
-696.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -3.6% | -5.6% | +1.9% | -1.5% |
| 3M | +2.3% | -10.7% | +13.0% | +6.5% |
| 6M | +14.3% | +23.2% | -8.8% | +3.2% |
| YTD | +19.3% | +46.0% | -26.7% | -1.6% |
| 1Y | +22.6% | +51.2% | -28.6% | -0.6% |
| 3Y | +53.5% | +69.6% | -16.0% | +15.5% |
| 5Y | +39.9% | +86.6% | -46.7% | -1.3% |
| 10Y | +172.1% | +152.3% | +19.8% | +58.6% |
| All | +1,135.5% | +1,832.3% | -696.8% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling