+1,139.1%
PSX vs IJR
+377.6%
+761.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.6% |
| 7D | +1.8% | -1.1% | +2.9% | +2.8% |
| 30D | +21.6% | -3.6% | +25.3% | +25.6% |
| 3M | +46.5% | +2.3% | +44.1% | +42.5% |
| 6M | +62.0% | +14.3% | +47.7% | +40.9% |
| YTD | +106.3% | +19.3% | +87.0% | +72.1% |
| 1Y | +103.0% | +22.6% | +80.4% | +64.2% |
| 3Y | +135.5% | +53.5% | +82.0% | +51.1% |
| 5Y | +368.5% | +39.9% | +328.6% | +220.9% |
| 10Y | +386.6% | +172.1% | +214.5% | +74.1% |
| All | +1,139.1% | +377.6% | +761.6% | +149.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling