+39.3%
IJR vs PCOR
-8.1%
+47.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +2.3% | +2.2% | +0.1% | +1.8% |
| 30D | +2.2% | +37.4% | -35.2% | -4.8% |
| 3M | -5.3% | +33.2% | -38.5% | -11.6% |
| 6M | +4.3% | +60.6% | -56.3% | -7.4% |
| YTD | +18.0% | +6.2% | +11.8% | +13.8% |
| 1Y | +19.2% | -1.1% | +20.3% | +17.0% |
| 3Y | +61.1% | +48.4% | +12.7% | +40.4% |
| 5Y | +27.3% | -13.1% | +40.5% | +13.5% |
| All | +39.3% | -8.1% | +47.4% | +24.9% |
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