+39.8%
IJR vs PBF
+799.3%
-759.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -2.2% | +5.3% | -7.5% | -2.7% |
| 30D | -4.6% | +11.7% | -16.3% | -5.9% |
| 3M | +0.2% | +91.1% | -90.8% | -7.8% |
| 6M | +14.7% | +88.4% | -73.7% | +4.7% |
| YTD | +18.9% | +194.1% | -175.2% | +1.1% |
| 1Y | +19.9% | +180.4% | -160.5% | +1.9% |
| 3Y | +53.0% | +59.3% | -6.3% | +34.7% |
| All | +39.8% | +799.3% | -759.5% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling