-4.5%
IJH vs RAM
-81.3%
+76.8%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.7% | +0.4% |
| 7D | -1.7% | -37.4% | +35.7% | -0.1% |
| 30D | -0.9% | -62.0% | +61.1% | +2.2% |
| 3M | -5.8% | -52.1% | +46.4% | -3.8% |
| All | -4.5% | -81.3% | +76.8% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 10y: compounded portfolio wealth divided by compounded RAM 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…
10y analysis · Full analysis span regression · Available span rolling