+86.7%
IJR vs RVMD
+622.3%
-535.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.2% | -3.0% | +0.8% | -1.7% |
| 30D | -4.6% | -0.7% | -3.9% | -4.6% |
| 3M | +0.2% | +36.5% | -36.3% | -4.5% |
| 6M | +14.7% | +104.6% | -89.9% | +1.3% |
| YTD | +18.9% | +155.8% | -137.0% | +0.2% |
| 1Y | +19.9% | +340.7% | -320.7% | -7.9% |
| 3Y | +53.0% | +519.9% | -466.9% | +6.6% |
| 5Y | +40.9% | +584.9% | -544.1% | -9.7% |
| All | +86.7% | +622.3% | -535.6% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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