+1,054.0%
IJH vs RSG
+3,251.7%
-2,197.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -4.6% | +4.0% | -8.6% | -6.4% |
| 3M | -1.2% | +7.4% | -8.5% | -4.8% |
| 6M | +9.4% | +0.1% | +9.3% | +8.3% |
| YTD | +13.3% | +6.0% | +7.3% | +9.0% |
| 1Y | +13.4% | -3.0% | +16.4% | +13.5% |
| 3Y | +50.4% | +56.5% | -6.1% | +18.3% |
| 5Y | +49.0% | +90.9% | -42.0% | +5.3% |
| 10Y | +182.6% | +428.7% | -246.1% | +26.3% |
| All | +1,054.0% | +3,251.7% | -2,197.7% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling