+1,158.3%
IJR vs PAAS
+1,680.8%
-522.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.6% |
| 7D | -0.2% | -2.9% | +2.7% | +0.1% |
| 30D | -2.4% | +6.8% | -9.2% | -3.2% |
| 3M | +3.9% | -2.9% | +6.8% | +3.8% |
| 6M | +12.4% | -16.4% | +28.8% | +13.7% |
| YTD | +21.5% | 0.0% | +21.5% | +20.1% |
| 1Y | +24.0% | +54.3% | -30.3% | +16.7% |
| 3Y | +49.7% | +230.7% | -181.0% | +27.8% |
| 5Y | +39.7% | +111.6% | -72.0% | +22.6% |
| 10Y | +169.0% | +211.7% | -42.7% | +115.4% |
| All | +1,158.3% | +1,680.8% | -522.5% | +860.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling