+1,148.9%
IJR vs PH
+4,933.8%
-3,784.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.4% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | -3.1% | -10.8% | +7.7% | +2.7% |
| 3M | +4.4% | +8.5% | -4.0% | -0.6% |
| 6M | +16.1% | +3.9% | +12.2% | +12.4% |
| YTD | +20.6% | +9.4% | +11.2% | +13.5% |
| 1Y | +22.9% | +26.8% | -3.9% | +6.5% |
| 3Y | +55.2% | +140.8% | -85.6% | -6.1% |
| 5Y | +41.1% | +253.8% | -212.7% | -31.5% |
| 10Y | +167.0% | +792.3% | -625.4% | -24.6% |
| All | +1,148.9% | +4,933.8% | -3,784.9% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling