+133.3%
PSX vs IJR
+51.3%
+82.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | +1.5% | -2.3% | +3.8% | +3.0% |
| 30D | +15.8% | -4.7% | +20.5% | +19.2% |
| 3M | +43.0% | +2.1% | +40.9% | +40.4% |
| 6M | +61.1% | +13.9% | +47.2% | +45.7% |
| YTD | +104.5% | +18.2% | +86.3% | +79.6% |
| 1Y | +102.5% | +21.8% | +80.7% | +73.2% |
| All | +133.3% | +51.3% | +82.0% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling