+25.0%
PLD vs IJH
+14.3%
+10.7%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -2.8% | -2.5% | -0.4% | -1.4% |
| 30D | -3.6% | -5.0% | +1.4% | -0.7% |
| 3M | -7.1% | +0.5% | -7.7% | -7.9% |
| 6M | +0.2% | +8.2% | -8.0% | -5.4% |
| YTD | +6.9% | +12.4% | -5.5% | -1.5% |
| 1Y | +25.0% | +14.4% | +10.7% | +14.4% |
| All | +25.0% | +14.3% | +10.7% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling