-77.1%
PATH vs IJR
+29.0%
-106.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.3% |
| 7D | -2.7% | -0.4% | -2.3% | -2.3% |
| 30D | -1.4% | +3.5% | -4.9% | -6.3% |
| 3M | -16.4% | -3.8% | -12.7% | -12.0% |
| 6M | +23.3% | +4.3% | +19.0% | +15.2% |
| YTD | -19.8% | +19.4% | -39.2% | -39.8% |
| 1Y | -8.6% | +20.5% | -29.1% | -32.4% |
| 3Y | -24.0% | +63.0% | -87.1% | -66.9% |
| 5Y | -77.1% | +28.6% | -105.7% | -85.3% |
| All | -77.1% | +29.0% | -106.1% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling