+1,068.3%
IJH vs RL
+3,349.5%
-2,281.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +1.0% | +1.9% | -0.9% | +0.4% |
| 30D | -3.1% | -12.2% | +9.1% | +1.1% |
| 3M | +1.9% | -6.6% | +8.6% | +3.8% |
| 6M | +11.0% | +3.2% | +7.8% | +8.5% |
| YTD | +14.7% | -1.3% | +16.0% | +13.6% |
| 1Y | +15.6% | +13.6% | +2.0% | +8.9% |
| 3Y | +52.5% | +210.9% | -158.3% | -0.8% |
| 5Y | +49.1% | +246.9% | -197.8% | -9.1% |
| 10Y | +177.7% | +310.1% | -132.4% | +46.8% |
| All | +1,068.3% | +3,349.5% | -2,281.2% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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