+24.2%
IJR vs PBF
+120.1%
-95.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.7% | +8.0% | +1.2% |
| 7D | +2.3% | -0.9% | +3.2% | +2.2% |
| 30D | +2.8% | -13.7% | +16.5% | +2.6% |
| 3M | -4.6% | +10.6% | -15.3% | -4.3% |
| 6M | +5.7% | +61.2% | -55.5% | +7.2% |
| YTD | +19.9% | +172.7% | -152.8% | +17.5% |
| 1Y | +24.2% | +111.0% | -86.9% | +24.6% |
| All | +24.2% | +120.1% | -95.9% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling