+9.4%
IJH vs RRX
-18.2%
+27.6%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | 0.0% |
| 7D | -1.9% | -0.3% | -1.5% | -1.8% |
| 30D | -4.6% | -6.1% | +1.5% | -3.5% |
| 3M | -1.2% | -23.1% | +21.9% | +3.1% |
| 6M | +9.4% | -19.5% | +28.9% | +11.1% |
| All | +9.4% | -18.2% | +27.6% | +11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling