+24.2%
IJR vs RRX
+30.0%
-5.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +5.0% | +2.0% |
| 7D | +2.3% | +7.6% | -5.4% | +0.8% |
| 30D | +2.8% | +7.5% | -4.7% | +1.2% |
| 3M | -4.6% | -21.0% | +16.4% | -0.8% |
| 6M | +5.7% | -18.1% | +23.8% | +8.0% |
| YTD | +19.9% | +24.3% | -4.4% | +8.6% |
| 1Y | +24.2% | +29.3% | -5.1% | +11.0% |
| All | +24.2% | +30.0% | -5.8% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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