-22.9%
PATH vs IJR
+61.8%
-84.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.1% | +2.2% | -0.1% | -0.4% |
| 30D | +1.6% | +3.8% | -2.2% | -2.7% |
| 3M | -20.4% | -5.7% | -14.7% | -15.2% |
| 6M | +40.1% | +4.6% | +35.5% | +32.5% |
| YTD | -19.0% | +18.0% | -37.0% | -34.3% |
| 1Y | -5.8% | +21.8% | -27.6% | -26.6% |
| 3Y | -22.9% | +61.1% | -84.0% | -63.5% |
| All | -22.9% | +61.8% | -84.8% | -63.5% |
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