+1,055.9%
IJH vs RVTY
+511.4%
+544.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.3% |
| 7D | -0.7% | -5.4% | +4.7% | +1.0% |
| 30D | -3.8% | +6.7% | -10.6% | -6.0% |
| 3M | 0.0% | +19.0% | -19.0% | -5.9% |
| 6M | +8.8% | +34.6% | -25.9% | -2.3% |
| YTD | +13.5% | +28.3% | -14.8% | +3.1% |
| 1Y | +15.4% | +46.0% | -30.6% | +0.2% |
| 3Y | +50.9% | +16.9% | +34.0% | +37.0% |
| 5Y | +47.8% | -32.9% | +80.7% | +57.3% |
| 10Y | +183.1% | +141.6% | +41.4% | +97.1% |
| All | +1,055.9% | +511.4% | +544.5% | +440.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling