+99.6%
PSX vs IJR
+25.5%
+74.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +4.5% | -0.2% | +4.7% | +4.5% |
| 30D | +26.6% | -2.4% | +29.0% | +26.7% |
| 3M | +39.3% | +3.9% | +35.3% | +38.6% |
| 6M | +56.8% | +12.4% | +44.4% | +54.4% |
| YTD | +101.8% | +21.5% | +80.3% | +91.8% |
| 1Y | +99.6% | +24.0% | +75.6% | +86.9% |
| All | +99.6% | +25.5% | +74.1% | +86.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling