+61.1%
IJR vs PL
+536.4%
-475.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +2.2% | +10.0% | -7.9% | +1.2% |
| 30D | +3.8% | -2.3% | +6.1% | +3.8% |
| 3M | -5.7% | -44.2% | +38.5% | -1.0% |
| 6M | +4.6% | -66.1% | +70.7% | +13.9% |
| YTD | +18.0% | -30.0% | +47.9% | +16.9% |
| 1Y | +21.8% | +21.0% | +0.8% | +12.4% |
| 3Y | +61.1% | +516.5% | -455.4% | +4.4% |
| All | +61.1% | +536.4% | -475.3% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling