+979.3%
IJR vs PRU
+806.6%
+172.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.7% |
| 7D | -0.2% | +1.9% | -2.0% | -0.9% |
| 30D | -2.4% | +2.7% | -5.1% | -3.4% |
| 3M | +3.9% | +19.5% | -15.5% | -2.9% |
| 6M | +12.4% | +26.6% | -14.3% | +2.6% |
| YTD | +21.5% | +12.3% | +9.2% | +15.7% |
| 1Y | +24.0% | +18.0% | +5.9% | +15.8% |
| 3Y | +49.7% | +47.0% | +2.7% | +28.7% |
| 5Y | +39.7% | +48.4% | -8.8% | +19.0% |
| 10Y | +169.0% | +142.4% | +26.6% | +86.4% |
| All | +979.3% | +806.6% | +172.7% | +248.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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