+179.3%
IJH vs RRX
+228.4%
-49.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.7% |
| 7D | -1.9% | -0.3% | -1.5% | -1.8% |
| 30D | -4.6% | -6.1% | +1.5% | -2.3% |
| 3M | -1.2% | -23.1% | +21.9% | +7.9% |
| 6M | +9.4% | -19.5% | +28.9% | +15.2% |
| YTD | +13.3% | +16.1% | -2.7% | 0.0% |
| 1Y | +13.4% | +12.9% | +0.5% | +0.4% |
| 3Y | +50.4% | +7.9% | +42.5% | +27.4% |
| 5Y | +49.0% | +19.1% | +29.9% | +14.9% |
| All | +179.3% | +228.4% | -49.1% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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