+48.1%
IJH vs RVTY
-33.1%
+81.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.1% |
| 7D | -1.9% | -4.5% | +2.7% | -0.4% |
| 30D | -4.6% | +5.5% | -10.1% | -6.4% |
| 3M | -1.2% | +22.5% | -23.7% | -8.0% |
| 6M | +9.4% | +38.9% | -29.5% | -3.1% |
| YTD | +13.3% | +28.7% | -15.4% | +2.5% |
| 1Y | +13.4% | +45.5% | -32.1% | -2.2% |
| 3Y | +50.4% | +16.4% | +34.1% | +36.1% |
| All | +48.1% | -33.1% | +81.2% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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