+16.9%
IJH vs PCOR
-14.7%
+31.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.4% |
| 7D | +0.1% | -9.0% | +9.1% | +0.6% |
| 30D | -1.5% | +4.2% | -5.7% | -1.8% |
| 3M | +0.8% | +14.4% | -13.7% | +0.1% |
| 6M | +7.6% | +0.2% | +7.4% | +7.5% |
| YTD | +15.5% | -20.3% | +35.7% | +19.8% |
| 1Y | +16.9% | -16.1% | +33.0% | +20.3% |
| All | +16.9% | -14.7% | +31.6% | +20.3% |
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