+50.7%
IJH vs PAAS
+255.3%
-204.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.5% |
| 7D | -0.7% | +2.6% | -3.4% | -1.1% |
| 30D | -3.8% | +2.5% | -6.3% | -4.3% |
| 3M | 0.0% | +15.1% | -15.1% | -2.1% |
| 6M | +8.8% | -12.1% | +20.8% | +9.4% |
| YTD | +13.5% | +3.1% | +10.5% | +11.5% |
| 1Y | +15.4% | +50.8% | -35.4% | +7.5% |
| All | +50.7% | +255.3% | -204.7% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 3y: compounded portfolio wealth divided by compounded PAAS 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…
3y analysis · Full analysis span regression · 6 months rolling