+197.5%
IJR vs PR
+169.5%
+28.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -0.2% | +2.9% | -3.1% | -0.5% |
| 30D | -2.4% | +18.0% | -20.5% | -4.4% |
| 3M | +3.9% | +16.9% | -12.9% | +1.8% |
| 6M | +12.4% | +28.2% | -15.8% | +8.6% |
| YTD | +21.5% | +69.3% | -47.8% | +13.4% |
| 1Y | +24.0% | +69.5% | -45.5% | +15.5% |
| 3Y | +49.7% | +81.7% | -32.0% | +37.2% |
| 5Y | +39.7% | +422.2% | -382.6% | +11.9% |
| 10Y | +169.0% | +110.4% | +58.6% | +120.8% |
| All | +197.5% | +169.5% | +28.0% | +144.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling