+1,121.9%
IJR vs PAAS
+1,200.8%
-78.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +2.2% | -8.9% | +11.1% | +3.1% |
| 30D | +3.8% | -11.4% | +15.3% | +5.0% |
| 3M | -5.7% | -20.4% | +14.7% | -3.8% |
| 6M | +4.6% | -40.7% | +45.3% | +9.7% |
| YTD | +18.0% | -26.9% | +44.9% | +20.1% |
| 1Y | +21.8% | -3.1% | +24.9% | +20.3% |
| 3Y | +61.1% | +199.3% | -138.2% | +38.9% |
| 5Y | +27.3% | +48.3% | -21.0% | +15.7% |
| 10Y | +154.1% | +197.6% | -43.5% | +104.8% |
| All | +1,121.9% | +1,200.8% | -78.9% | +861.2% |
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