+168.1%
IJR vs PH
+820.2%
-652.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.4% |
| 7D | -2.2% | -1.3% | -0.9% | -1.5% |
| 30D | -4.6% | -11.0% | +6.4% | +1.5% |
| 3M | +0.2% | +5.5% | -5.3% | -3.3% |
| 6M | +14.7% | +1.5% | +13.2% | +12.4% |
| YTD | +18.9% | +8.8% | +10.1% | +11.8% |
| 1Y | +19.9% | +24.5% | -4.5% | +4.2% |
| 3Y | +53.0% | +141.2% | -88.1% | -10.4% |
| 5Y | +40.9% | +256.3% | -215.4% | -35.2% |
| All | +168.1% | +820.2% | -652.1% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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