+52.4%
IJH vs PCOR
-30.9%
+83.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +1.0% |
| 7D | +0.1% | -9.0% | +9.1% | +2.0% |
| 30D | -1.5% | +4.2% | -5.7% | -2.6% |
| 3M | +0.8% | +14.4% | -13.7% | -2.7% |
| 6M | +7.6% | +0.2% | +7.4% | +5.7% |
| YTD | +15.5% | -20.3% | +35.7% | +19.0% |
| 1Y | +16.9% | -16.1% | +33.0% | +18.4% |
| 3Y | +48.1% | -14.7% | +62.8% | +44.8% |
| 5Y | +47.8% | -43.2% | +91.0% | +41.0% |
| All | +52.4% | -30.9% | +83.4% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling