+49.1%
IJH vs PR
+409.5%
-360.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -0.9% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | -3.1% | +17.4% | -20.5% | -6.1% |
| 3M | +1.9% | +21.8% | -19.8% | -2.2% |
| 6M | +11.0% | +27.6% | -16.6% | +4.9% |
| YTD | +14.7% | +71.4% | -56.7% | +1.9% |
| 1Y | +15.6% | +78.3% | -62.7% | +1.5% |
| 3Y | +52.5% | +85.5% | -32.9% | +30.2% |
| 5Y | +49.1% | +422.7% | -373.6% | +1.2% |
| All | +49.1% | +409.5% | -360.4% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 5y: compounded portfolio wealth divided by compounded PR 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…
5y analysis · Full analysis span regression · 6 months rolling