+50.4%
IJH vs RMD
+49.9%
+0.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -1.9% | -4.4% | +2.6% | -1.0% |
| 30D | -4.6% | -3.1% | -1.5% | -4.1% |
| 3M | -1.2% | +13.8% | -14.9% | -4.1% |
| 6M | +9.4% | -8.6% | +18.0% | +11.1% |
| YTD | +13.3% | -8.6% | +22.0% | +15.0% |
| 1Y | +13.4% | -19.7% | +33.1% | +18.0% |
| 3Y | +50.4% | +48.4% | +2.1% | +36.0% |
| All | +50.4% | +49.9% | +0.6% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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