+1,055.9%
IJH vs RRC
+2,612.6%
-1,556.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.7% | -1.7% | +1.0% | -0.4% |
| 30D | -3.8% | +3.6% | -7.4% | -4.5% |
| 3M | 0.0% | +8.8% | -8.8% | -1.9% |
| 6M | +8.8% | +0.8% | +8.0% | +7.9% |
| YTD | +13.5% | +19.0% | -5.5% | +8.9% |
| 1Y | +15.4% | +22.9% | -7.5% | +9.6% |
| 3Y | +50.9% | +32.3% | +18.6% | +39.2% |
| 5Y | +47.8% | +151.6% | -103.8% | +14.9% |
| 10Y | +183.1% | +5.5% | +177.5% | +121.2% |
| All | +1,055.9% | +2,612.6% | -1,556.7% | +425.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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