+1,055.9%
IJH vs RMD
+4,751.7%
-3,695.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -0.7% | -4.7% | +4.0% | +0.7% |
| 30D | -3.8% | +0.2% | -4.1% | -4.0% |
| 3M | 0.0% | +12.0% | -12.0% | -3.9% |
| 6M | +8.8% | -12.5% | +21.3% | +12.3% |
| YTD | +13.5% | -7.9% | +21.5% | +15.2% |
| 1Y | +15.4% | -20.4% | +35.8% | +22.2% |
| 3Y | +50.9% | +53.1% | -2.2% | +26.7% |
| 5Y | +47.8% | -22.1% | +69.9% | +50.2% |
| 10Y | +183.1% | +275.4% | -92.4% | +70.6% |
| All | +1,055.9% | +4,751.7% | -3,695.8% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling