+1,122.0%
IJR vs PAAS
+1,208.4%
-86.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.8% |
| 7D | +2.3% | -7.0% | +9.3% | +3.0% |
| 30D | +2.2% | -15.3% | +17.5% | +3.8% |
| 3M | -5.3% | -27.7% | +22.4% | -2.4% |
| 6M | +4.3% | -40.5% | +44.7% | +9.2% |
| YTD | +18.0% | -26.5% | +44.5% | +20.1% |
| 1Y | +19.2% | -0.8% | +20.0% | +17.4% |
| 3Y | +61.1% | +196.9% | -135.8% | +39.0% |
| 5Y | +27.3% | +49.2% | -21.8% | +15.7% |
| 10Y | +154.1% | +199.4% | -45.2% | +104.7% |
| All | +1,122.0% | +1,208.4% | -86.4% | +860.8% |
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