+1,027.4%
IJR vs PBR
+1,899.4%
-871.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.7% |
| 7D | -2.2% | +5.4% | -7.5% | -3.3% |
| 30D | -4.6% | +22.9% | -27.5% | -9.1% |
| 3M | +0.2% | +19.6% | -19.4% | -4.2% |
| 6M | +14.7% | +16.5% | -1.8% | +9.8% |
| YTD | +18.9% | +86.7% | -67.8% | +1.7% |
| 1Y | +19.9% | +74.7% | -54.8% | +4.0% |
| 3Y | +53.0% | +102.6% | -49.5% | +26.2% |
| 5Y | +40.9% | +566.6% | -525.7% | -15.9% |
| 10Y | +171.1% | +686.1% | -515.0% | +36.6% |
| All | +1,027.4% | +1,899.4% | -871.9% | +291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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