+1,621.7%
PLD vs IRM
+3,827.8%
-2,206.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -0.8% | -8.6% | +7.8% | +2.8% |
| 30D | -0.3% | -8.0% | +7.7% | +2.9% |
| 3M | -8.0% | -12.0% | +4.0% | -3.6% |
| 6M | -9.8% | -18.2% | +8.4% | -2.9% |
| YTD | +1.8% | +31.4% | -29.6% | -11.5% |
| 1Y | +5.6% | +9.2% | -3.6% | -1.0% |
| 3Y | +33.3% | +94.6% | -61.3% | -4.8% |
| 5Y | +0.3% | +170.2% | -169.9% | -38.0% |
| 10Y | +241.6% | +464.3% | -222.7% | +50.0% |
| All | +1,621.7% | +3,827.8% | -2,206.0% | +382.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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