+52.5%
IJH vs PCOR
-17.1%
+69.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.5% | -0.1% |
| 7D | +1.0% | -6.9% | +7.9% | +2.3% |
| 30D | -3.1% | -1.5% | -1.6% | -3.1% |
| 3M | +1.9% | +18.5% | -16.6% | -1.9% |
| 6M | +11.0% | -4.7% | +15.7% | +10.7% |
| YTD | +14.7% | -22.8% | +37.5% | +20.0% |
| 1Y | +15.6% | -20.7% | +36.3% | +19.4% |
| 3Y | +52.5% | -14.6% | +67.1% | +50.2% |
| All | +52.5% | -17.1% | +69.6% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling