+42.4%
IJR vs PCOR
-33.1%
+75.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.1% |
| 7D | +0.9% | -6.9% | +7.9% | +2.5% |
| 30D | -3.1% | -1.5% | -1.6% | -3.1% |
| 3M | +4.4% | +18.5% | -14.1% | -0.2% |
| 6M | +16.1% | -4.7% | +20.8% | +15.3% |
| YTD | +20.6% | -22.8% | +43.3% | +25.1% |
| 1Y | +22.9% | -20.7% | +43.6% | +26.1% |
| 3Y | +55.2% | -14.6% | +69.8% | +51.9% |
| 5Y | +41.1% | -40.7% | +81.8% | +35.8% |
| All | +42.4% | -33.1% | +75.5% | +37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling