+188.1%
IJH vs PR
+152.6%
+35.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | -1.7% | -16.4% | +14.7% | 0.0% |
| 30D | -0.9% | -1.9% | +1.0% | -0.8% |
| 3M | -5.8% | +8.0% | -13.7% | -6.7% |
| 6M | -2.8% | +4.1% | -6.9% | -3.6% |
| YTD | +10.1% | +58.7% | -48.6% | +4.5% |
| 1Y | +13.8% | +75.8% | -62.0% | +6.8% |
| 3Y | +53.2% | +73.2% | -20.0% | +42.9% |
| 5Y | +33.6% | +230.1% | -196.5% | +15.3% |
| 10Y | +183.0% | +67.4% | +115.6% | +144.8% |
| All | +188.1% | +152.6% | +35.5% | +150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling