+167.0%
IJR vs PR
+101.2%
+65.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -0.9% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | -3.1% | +17.4% | -20.5% | -5.0% |
| 3M | +4.4% | +21.8% | -17.3% | +1.8% |
| 6M | +16.1% | +27.6% | -11.5% | +12.2% |
| YTD | +20.6% | +71.4% | -50.9% | +12.4% |
| 1Y | +22.9% | +78.3% | -55.5% | +13.8% |
| 3Y | +55.2% | +85.5% | -30.3% | +41.8% |
| 5Y | +41.1% | +422.7% | -381.6% | +12.8% |
| 10Y | +167.0% | +87.1% | +79.9% | +120.1% |
| All | +167.0% | +101.2% | +65.8% | +120.1% |
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