+39.9%
IJR vs PAAS
+122.5%
-82.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.6% |
| 7D | -1.1% | +2.6% | -3.8% | -1.5% |
| 30D | -3.6% | +2.5% | -6.1% | -4.1% |
| 3M | +2.3% | +15.1% | -12.8% | -0.1% |
| 6M | +14.3% | -12.1% | +26.4% | +15.2% |
| YTD | +19.3% | +3.1% | +16.2% | +16.7% |
| 1Y | +22.6% | +50.8% | -28.2% | +12.8% |
| 3Y | +53.5% | +259.5% | -206.0% | +18.5% |
| 5Y | +39.9% | +126.3% | -86.4% | +13.7% |
| All | +39.9% | +122.5% | -82.6% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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