-78.0%
PATH vs IJR
+47.4%
-125.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.0% | -17.1% |
| 7D | -16.3% | -0.2% | -16.1% | -16.2% |
| 30D | +9.9% | -2.4% | +12.3% | +13.5% |
| 3M | +30.2% | +3.9% | +26.2% | +23.2% |
| 6M | +37.2% | +12.4% | +24.8% | +15.0% |
| YTD | -7.3% | +21.5% | -28.8% | -30.7% |
| 1Y | +40.0% | +24.0% | +16.0% | +1.8% |
| 3Y | -4.4% | +49.7% | -54.1% | -48.2% |
| 5Y | -76.0% | +39.7% | -115.7% | -85.1% |
| All | -78.0% | +47.4% | -125.4% | -86.4% |
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