+24.2%
IJR vs RRC
+44.7%
-20.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.9% | +1.3% |
| 7D | +2.3% | -6.8% | +9.0% | +2.1% |
| 30D | +2.8% | +34.7% | -31.9% | +3.6% |
| 3M | -4.6% | +31.5% | -36.1% | -4.0% |
| 6M | +5.7% | +21.8% | -16.1% | +6.2% |
| YTD | +19.9% | +48.9% | -28.9% | +19.4% |
| 1Y | +24.2% | +42.1% | -17.9% | +24.2% |
| All | +24.2% | +44.7% | -20.5% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling