+168.1%
IJR vs RNG
+222.9%
-54.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.2% | -6.1% | +3.9% | -1.2% |
| 30D | -4.6% | +9.6% | -14.2% | -6.1% |
| 3M | +0.2% | +83.3% | -83.1% | -9.7% |
| 6M | +14.7% | +77.9% | -63.2% | +2.7% |
| YTD | +18.9% | +139.9% | -121.1% | -0.3% |
| 1Y | +19.9% | +121.7% | -101.7% | +1.7% |
| 3Y | +53.0% | +121.9% | -68.8% | +26.0% |
| 5Y | +40.9% | -68.4% | +109.2% | +44.7% |
| All | +168.1% | +222.9% | -54.8% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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