+54.6%
IJR vs PL
+455.3%
-400.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.4% | -10.3% | -0.9% |
| 7D | -1.9% | -6.8% | +4.9% | -1.4% |
| 30D | +0.4% | -29.3% | +29.7% | +3.4% |
| 3M | -6.6% | -44.8% | +38.2% | -1.7% |
| 6M | -0.3% | -68.4% | +68.1% | +9.3% |
| YTD | +15.5% | -36.4% | +51.8% | +15.5% |
| 1Y | +19.2% | +0.7% | +18.5% | +12.2% |
| 3Y | +54.6% | +455.3% | -400.8% | -0.1% |
| All | +54.6% | +455.3% | -400.8% | -0.1% |
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 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