+41.5%
IJR vs PL
+84.9%
-43.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.5% |
| 7D | -0.2% | -9.3% | +9.1% | +0.8% |
| 30D | -2.4% | -18.9% | +16.5% | -0.3% |
| 3M | +3.9% | -58.4% | +62.3% | +12.9% |
| 6M | +12.4% | -30.3% | +42.7% | +13.4% |
| YTD | +21.5% | -8.1% | +29.6% | +17.7% |
| 1Y | +24.0% | +180.5% | -156.5% | +1.8% |
| 3Y | +49.7% | +444.1% | -394.4% | +2.6% |
| 5Y | +39.7% | +83.0% | -43.4% | +1.5% |
| All | +41.5% | +84.9% | -43.4% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling