+150.3%
IJR vs PR
+83.7%
+66.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.4% |
| 7D | +2.3% | +6.7% | -4.4% | +1.5% |
| 30D | +2.2% | -6.1% | +8.4% | +2.8% |
| 3M | -5.3% | +6.9% | -12.1% | -6.3% |
| 6M | +4.3% | +14.6% | -10.3% | +2.1% |
| YTD | +18.0% | +66.1% | -48.2% | +10.1% |
| 1Y | +19.2% | +77.0% | -57.8% | +10.4% |
| 3Y | +61.1% | +93.8% | -32.7% | +46.4% |
| 5Y | +27.3% | +268.2% | -240.9% | +5.2% |
| All | +150.3% | +83.7% | +66.6% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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