+95.1%
IJH vs RVMD
+622.3%
-527.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -1.9% | -3.0% | +1.1% | -1.4% |
| 30D | -4.6% | -0.7% | -3.9% | -4.6% |
| 3M | -1.2% | +36.5% | -37.7% | -5.6% |
| 6M | +9.4% | +104.6% | -95.2% | -2.8% |
| YTD | +13.3% | +155.8% | -142.5% | -3.7% |
| 1Y | +13.4% | +340.7% | -327.3% | -11.8% |
| 3Y | +50.4% | +519.9% | -469.5% | +6.3% |
| 5Y | +49.0% | +584.9% | -536.0% | -3.0% |
| All | +95.1% | +622.3% | -527.2% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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