+1,135.5%
IJR vs IBN
+1,353.6%
-218.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.7% |
| 7D | -1.1% | -5.1% | +4.0% | +0.1% |
| 30D | -3.6% | -3.5% | -0.1% | -2.9% |
| 3M | +2.3% | +11.3% | -9.0% | -0.3% |
| 6M | +14.3% | +4.4% | +9.9% | +13.0% |
| YTD | +19.3% | -1.8% | +21.1% | +19.5% |
| 1Y | +22.6% | -8.0% | +30.6% | +24.5% |
| 3Y | +53.5% | +27.1% | +26.5% | +43.8% |
| 5Y | +39.9% | +54.5% | -14.6% | +24.7% |
| 10Y | +172.1% | +314.2% | -142.2% | +86.4% |
| All | +1,135.5% | +1,353.6% | -218.1% | +475.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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