+17.4%
IJH vs RNG
+179.4%
-162.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.6% |
| 7D | +1.7% | -9.6% | +11.2% | +2.0% |
| 30D | +1.2% | -1.4% | +2.6% | +1.2% |
| 3M | -3.4% | +28.8% | -32.2% | -4.1% |
| 6M | +3.7% | +65.6% | -61.9% | +2.2% |
| YTD | +13.9% | +171.4% | -157.5% | +8.7% |
| 1Y | +17.4% | +185.3% | -167.9% | +8.8% |
| All | +17.4% | +179.4% | -162.0% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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 · 6 months rolling