+1,124.6%
IJR vs PNR
+576.6%
+547.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.2% |
| 7D | -2.3% | -5.5% | +3.2% | +0.3% |
| 30D | -4.7% | -15.6% | +10.9% | +3.1% |
| 3M | +2.1% | -20.2% | +22.3% | +12.1% |
| 6M | +13.9% | -36.6% | +50.5% | +38.7% |
| YTD | +18.2% | -45.0% | +63.2% | +53.2% |
| 1Y | +21.8% | -47.4% | +69.3% | +61.4% |
| 3Y | +52.2% | -13.7% | +65.9% | +57.4% |
| 5Y | +40.1% | -20.8% | +60.9% | +48.0% |
| 10Y | +169.7% | +65.2% | +104.5% | +96.3% |
| All | +1,124.6% | +576.6% | +547.9% | +352.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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