+48.1%
IJH vs RMD
-23.0%
+71.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -1.9% | -4.4% | +2.6% | -0.7% |
| 30D | -4.6% | -3.1% | -1.5% | -3.9% |
| 3M | -1.2% | +13.8% | -14.9% | -5.0% |
| 6M | +9.4% | -8.6% | +18.0% | +11.5% |
| YTD | +13.3% | -8.6% | +22.0% | +15.2% |
| 1Y | +13.4% | -19.7% | +33.1% | +19.4% |
| 3Y | +50.4% | +48.4% | +2.1% | +27.7% |
| All | +48.1% | -23.0% | +71.1% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling