+1,075.9%
IJH vs PAAS
+1,680.8%
-605.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.4% |
| 7D | +0.1% | -2.9% | +3.0% | +0.4% |
| 30D | -1.5% | +6.8% | -8.3% | -2.3% |
| 3M | +0.8% | -2.9% | +3.7% | +0.7% |
| 6M | +7.6% | -16.4% | +24.0% | +8.8% |
| YTD | +15.5% | 0.0% | +15.5% | +14.1% |
| 1Y | +16.9% | +54.3% | -37.4% | +9.9% |
| 3Y | +48.1% | +230.7% | -182.6% | +26.0% |
| 5Y | +47.8% | +111.6% | -63.8% | +29.5% |
| 10Y | +178.6% | +211.7% | -33.2% | +122.1% |
| All | +1,075.9% | +1,680.8% | -605.0% | +811.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling