+17.4%
IJH vs PCOR
+4.0%
+13.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +19.7% | -19.1% | 0.0% |
| 7D | +1.7% | +21.8% | -20.1% | +1.0% |
| 30D | +1.2% | +39.5% | -38.3% | +0.1% |
| 3M | -3.4% | +35.2% | -38.7% | -4.5% |
| 6M | +3.7% | +21.7% | -18.1% | +3.3% |
| YTD | +13.9% | +3.9% | +10.0% | +15.2% |
| 1Y | +17.4% | +6.9% | +10.5% | +18.3% |
| All | +17.4% | +4.0% | +13.4% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling