+168.1%
IJR vs RMD
+274.3%
-106.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -2.2% | -4.4% | +2.2% | -0.9% |
| 30D | -4.6% | -3.1% | -1.5% | -3.8% |
| 3M | +0.2% | +13.8% | -13.5% | -4.2% |
| 6M | +14.7% | -8.6% | +23.3% | +17.0% |
| YTD | +18.9% | -8.6% | +27.5% | +21.0% |
| 1Y | +19.9% | -19.7% | +39.6% | +26.9% |
| 3Y | +53.0% | +48.4% | +4.6% | +29.3% |
| 5Y | +40.9% | -22.7% | +63.6% | +44.3% |
| All | +168.1% | +274.3% | -106.2% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling