+179.3%
IJH vs RNG
+222.9%
-43.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.9% | -6.1% | +4.2% | -0.9% |
| 30D | -4.6% | +9.6% | -14.2% | -6.1% |
| 3M | -1.2% | +83.3% | -84.5% | -10.8% |
| 6M | +9.4% | +77.9% | -68.5% | -1.8% |
| YTD | +13.3% | +139.9% | -126.6% | -4.6% |
| 1Y | +13.4% | +121.7% | -108.3% | -3.6% |
| 3Y | +50.4% | +121.9% | -71.4% | +23.9% |
| 5Y | +49.0% | -68.4% | +117.3% | +54.9% |
| All | +179.3% | +222.9% | -43.6% | +80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling