+1,135.5%
IJR vs RMD
+4,751.7%
-3,616.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -1.1% | -4.7% | +3.6% | +0.3% |
| 30D | -3.6% | +0.2% | -3.9% | -3.8% |
| 3M | +2.3% | +12.0% | -9.7% | -1.7% |
| 6M | +14.3% | -12.5% | +26.9% | +18.2% |
| YTD | +19.3% | -7.9% | +27.2% | +21.1% |
| 1Y | +22.6% | -20.4% | +43.0% | +30.1% |
| 3Y | +53.5% | +53.1% | +0.4% | +29.0% |
| 5Y | +39.9% | -22.1% | +62.1% | +42.4% |
| 10Y | +172.1% | +275.4% | -103.4% | +61.5% |
| All | +1,135.5% | +4,751.7% | -3,616.2% | +265.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling