-23.7%
PATH vs IJR
+63.8%
-87.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.5% |
| 7D | -2.7% | -0.4% | -2.3% | -2.4% |
| 30D | -1.4% | +3.5% | -4.9% | -5.2% |
| 3M | -16.4% | -3.8% | -12.7% | -12.9% |
| 6M | +23.3% | +4.3% | +19.0% | +17.2% |
| YTD | -19.8% | +19.4% | -39.2% | -35.8% |
| 1Y | -8.6% | +20.5% | -29.1% | -27.7% |
| All | -23.7% | +63.8% | -87.5% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling