+39.8%
IJR vs RSG
+89.9%
-50.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.3% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -4.6% | +4.0% | -8.6% | -5.7% |
| 3M | +0.2% | +7.4% | -7.1% | -2.1% |
| 6M | +14.7% | +0.1% | +14.6% | +14.4% |
| YTD | +18.9% | +6.0% | +12.8% | +16.0% |
| 1Y | +19.9% | -3.0% | +22.9% | +20.7% |
| 3Y | +53.0% | +56.5% | -3.5% | +25.8% |
| All | +39.8% | +89.9% | -50.1% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 5y: compounded portfolio wealth divided by compounded RSG 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…
5y analysis · Full analysis span regression · 6 months rolling