+175.0%
IJR vs PPL
+55.0%
+120.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +0.9% | +1.8% | -0.8% | +0.1% |
| 30D | -3.1% | -1.1% | -2.1% | -2.7% |
| 3M | +4.4% | 0.0% | +4.4% | +4.1% |
| 6M | +16.1% | -7.6% | +23.7% | +19.9% |
| YTD | +20.6% | +1.7% | +18.8% | +18.6% |
| 1Y | +22.9% | +1.5% | +21.3% | +20.7% |
| 3Y | +55.2% | +55.3% | 0.0% | +21.3% |
| 5Y | +41.1% | +37.7% | +3.4% | +16.3% |
| All | +175.0% | +55.0% | +120.0% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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