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  • PANW vs IJR✓SelectedUSD · IJRPANW vs IJR performance historyLatest closeAs of-2.32%09/11
Stock and ETF performance explorer

PANW vs IJR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,634.0%
IJR return
+374.7%
Excess return
+3,259.3%
Maximum drawdown
-48.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIJRExcessAlpha
1D-2.3%+0.5%-2.8%-2.7%
7D-0.8%-2.2%+1.4%+0.7%
30D-14.6%-4.6%-10.0%-11.7%
3M+18.3%+0.2%+18.1%+18.2%
6M+100.5%+14.7%+85.8%+81.8%
YTD+79.5%+18.9%+60.6%+58.2%
1Y+66.7%+19.9%+46.8%+45.8%
3Y+161.2%+53.0%+108.2%+88.9%
5Y+322.2%+40.9%+281.3%+221.9%
10Y+1,273.8%+171.1%+1,102.7%+456.0%
All+3,634.0%+374.7%+3,259.3%+821.7%

Cumulative growth

Daily Returns

Daily percentage return beside IJR.

Daily Out/Under-Performance

Portfolio return minus IJR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IJR 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 IJR 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