+24.2%
IJR vs PCOR
+4.0%
+20.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +19.7% | -18.3% | +0.4% |
| 7D | +2.3% | +21.8% | -19.6% | +1.2% |
| 30D | +2.8% | +39.5% | -36.7% | +1.1% |
| 3M | -4.6% | +35.2% | -39.9% | -6.1% |
| 6M | +5.7% | +21.7% | -16.1% | +4.6% |
| YTD | +19.9% | +3.9% | +16.0% | +20.4% |
| 1Y | +24.2% | +6.9% | +17.2% | +24.1% |
| All | +24.2% | +4.0% | +20.1% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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