+361.2%
IJR vs PBF
+317.1%
+44.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.3% |
| 7D | +0.9% | +2.4% | -1.4% | +0.5% |
| 30D | -3.1% | +24.9% | -28.0% | -6.8% |
| 3M | +4.4% | +81.9% | -77.5% | -6.4% |
| 6M | +16.1% | +79.4% | -63.2% | +2.9% |
| YTD | +20.6% | +188.3% | -167.7% | -2.3% |
| 1Y | +22.9% | +177.3% | -154.4% | -0.8% |
| 3Y | +55.2% | +56.0% | -0.8% | +33.4% |
| 5Y | +41.1% | +804.0% | -762.9% | -17.5% |
| 10Y | +167.0% | +334.1% | -167.1% | +47.3% |
| All | +361.2% | +317.1% | +44.2% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling