+38.0%
IJR vs PL
+45.6%
-7.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +0.1% | +5.6% | -5.5% | -0.7% |
| 30D | +2.6% | -16.9% | +19.6% | +4.3% |
| 3M | -4.3% | -38.2% | +33.9% | +0.1% |
| 6M | +2.7% | -63.4% | +66.2% | +12.3% |
| YTD | +18.5% | -27.6% | +46.1% | +17.1% |
| 1Y | +20.1% | +6.6% | +13.5% | +12.2% |
| 3Y | +61.7% | +557.6% | -495.9% | +7.4% |
| 5Y | +28.5% | +39.5% | -10.9% | -4.5% |
| All | +38.0% | +45.6% | -7.6% | +2.1% |
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