+1,047.0%
IJH vs PAAS
+1,200.8%
-153.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +2.3% | -8.9% | +11.2% | +3.3% |
| 30D | +2.1% | -11.4% | +13.5% | +3.3% |
| 3M | -5.7% | -20.4% | +14.8% | -3.6% |
| 6M | +1.4% | -40.7% | +42.1% | +6.4% |
| YTD | +12.6% | -26.9% | +39.6% | +14.8% |
| 1Y | +16.1% | -3.1% | +19.2% | +14.7% |
| 3Y | +57.8% | +199.3% | -141.4% | +35.7% |
| 5Y | +36.8% | +48.3% | -11.5% | +24.2% |
| 10Y | +173.7% | +197.6% | -23.9% | +119.7% |
| All | +1,047.0% | +1,200.8% | -153.8% | +816.6% |
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