+942.4%
IJH vs PBR
+1,899.4%
-957.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.1% |
| 3M | -1.2% | +19.6% | -20.8% | -5.5% |
| 6M | +9.4% | +16.5% | -7.1% | +4.7% |
| YTD | +13.3% | +86.7% | -73.3% | -3.0% |
| 1Y | +13.4% | +74.7% | -61.3% | -1.7% |
| 3Y | +50.4% | +102.6% | -52.1% | +23.9% |
| 5Y | +49.0% | +566.6% | -517.6% | -11.2% |
| 10Y | +182.6% | +686.1% | -503.5% | +41.4% |
| All | +942.4% | +1,899.4% | -957.0% | +263.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling