+40.5%
IJR vs PL
+81.7%
-41.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | +0.9% | -7.5% | +8.5% | +1.7% |
| 30D | -3.1% | -25.6% | +22.4% | -0.1% |
| 3M | +4.4% | -45.6% | +50.0% | +10.7% |
| 6M | +16.1% | -29.5% | +45.7% | +17.0% |
| YTD | +20.6% | -9.7% | +30.3% | +17.0% |
| 1Y | +22.9% | +84.4% | -61.5% | +7.7% |
| 3Y | +55.2% | +550.0% | -494.8% | +4.0% |
| 5Y | +41.1% | +79.0% | -37.9% | +2.7% |
| All | +40.5% | +81.7% | -41.3% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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