+49.9%
IJH vs PCOR
-35.6%
+85.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.6% | -0.3% |
| 7D | -0.7% | -9.0% | +8.3% | +1.2% |
| 30D | -3.8% | -7.0% | +3.1% | -2.6% |
| 3M | 0.0% | +18.3% | -18.3% | -4.2% |
| 6M | +8.8% | -7.8% | +16.6% | +8.7% |
| YTD | +13.5% | -25.6% | +39.1% | +18.6% |
| 1Y | +15.4% | -22.7% | +38.1% | +18.9% |
| 3Y | +50.9% | -17.7% | +68.6% | +48.5% |
| 5Y | +47.8% | -42.0% | +89.8% | +42.4% |
| All | +49.9% | -35.6% | +85.4% | +44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling