+48.1%
IJH vs RSG
+89.9%
-41.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -4.6% | +4.0% | -8.6% | -5.8% |
| 3M | -1.2% | +7.4% | -8.5% | -3.7% |
| 6M | +9.4% | +0.1% | +9.3% | +9.0% |
| YTD | +13.3% | +6.0% | +7.3% | +10.3% |
| 1Y | +13.4% | -3.0% | +16.4% | +14.2% |
| 3Y | +50.4% | +56.5% | -6.1% | +20.2% |
| All | +48.1% | +89.9% | -41.8% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 5y: compounded portfolio wealth divided by compounded RSG 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…
5y analysis · Full analysis span regression · 6 months rolling