-1.5%
IJH vs RAM
-78.8%
+77.3%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +13.5% | -10.3% | +2.5% |
| 7D | +0.6% | -23.6% | +24.3% | +1.4% |
| 30D | +1.3% | -52.2% | +53.5% | +3.5% |
| 3M | -4.1% | -43.9% | +39.9% | -2.8% |
| All | -1.5% | -78.8% | +77.3% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling