+40.1%
IJR vs RVTY
-34.5%
+74.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.1% |
| 7D | -2.3% | -7.4% | +5.1% | +0.2% |
| 30D | -4.7% | +4.5% | -9.2% | -6.3% |
| 3M | +2.1% | +19.5% | -17.3% | -4.4% |
| 6M | +13.9% | +34.1% | -20.3% | +1.5% |
| YTD | +18.2% | +25.3% | -7.0% | +7.4% |
| 1Y | +21.8% | +47.0% | -25.2% | +4.0% |
| 3Y | +52.2% | +14.1% | +38.1% | +38.2% |
| 5Y | +40.1% | -34.6% | +74.7% | +46.4% |
| All | +40.1% | -34.5% | +74.6% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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