+16.3%
PLD vs IJH
+47.6%
-31.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.1% |
| 7D | -0.7% | -0.7% | +0.1% | 0.0% |
| 30D | -2.2% | -3.8% | +1.6% | +1.1% |
| 3M | -7.4% | 0.0% | -7.4% | -7.7% |
| 6M | +1.9% | +8.8% | -6.8% | -5.8% |
| YTD | +7.9% | +13.5% | -5.6% | -4.3% |
| 1Y | +25.1% | +15.4% | +9.7% | +9.1% |
| 3Y | +21.9% | +50.9% | -29.0% | -17.1% |
| 5Y | +16.3% | +47.8% | -31.5% | -21.7% |
| All | +16.3% | +47.6% | -31.3% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling