-21.8%
PATH vs IJR
+53.2%
-75.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -5.3% | -1.9% | -3.4% | -3.3% |
| 30D | -0.5% | +0.4% | -0.9% | -1.0% |
| 3M | -7.1% | -6.6% | -0.6% | +0.1% |
| 6M | +23.8% | -0.3% | +24.1% | +23.8% |
| YTD | -20.7% | +15.5% | -36.2% | -34.1% |
| 1Y | -8.1% | +19.2% | -27.3% | -26.6% |
| 3Y | -21.8% | +54.6% | -76.4% | -59.9% |
| All | -21.8% | +53.2% | -75.0% | -59.9% |
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