-81.1%
PATH vs IJR
+39.9%
-121.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.8% | +0.1% | +1.5% |
| 7D | -5.6% | -3.2% | -2.4% | -1.4% |
| 30D | -0.7% | -1.0% | +0.3% | +0.6% |
| 3M | -5.9% | -7.4% | +1.5% | +4.2% |
| 6M | +21.6% | +0.2% | +21.4% | +20.5% |
| YTD | -20.6% | +15.3% | -36.0% | -36.4% |
| 1Y | -10.6% | +17.5% | -28.1% | -30.2% |
| 3Y | -24.9% | +52.8% | -77.7% | -61.1% |
| 5Y | -76.8% | +23.6% | -100.5% | -84.0% |
| All | -81.1% | +39.9% | -121.1% | -87.5% |
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 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