+179.3%
IJH vs PBR
+697.0%
-517.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -1.9% | +5.4% | -7.2% | -3.0% |
| 30D | -4.6% | +22.9% | -27.5% | -8.8% |
| 3M | -1.2% | +19.6% | -20.8% | -5.2% |
| 6M | +9.4% | +16.5% | -7.1% | +5.0% |
| YTD | +13.3% | +86.7% | -73.3% | -2.2% |
| 1Y | +13.4% | +74.7% | -61.3% | -1.0% |
| 3Y | +50.4% | +102.6% | -52.1% | +25.1% |
| 5Y | +49.0% | +566.6% | -517.6% | -10.5% |
| All | +179.3% | +697.0% | -517.7% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling