+1,126.8%
IJR vs PPL
+887.9%
+238.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +2.6% | +4.3% | -1.6% | +0.8% |
| 3M | -4.3% | +2.9% | -7.2% | -5.6% |
| 6M | +2.7% | +1.1% | +1.6% | +1.8% |
| YTD | +18.5% | +4.5% | +14.0% | +15.4% |
| 1Y | +20.1% | +0.1% | +20.0% | +19.0% |
| 3Y | +61.7% | +55.7% | +6.0% | +31.6% |
| 5Y | +28.5% | +47.6% | -19.1% | +6.4% |
| 10Y | +161.6% | +66.8% | +94.7% | +100.2% |
| All | +1,126.8% | +887.9% | +238.9% | +566.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling