+1,148.9%
IJR vs RVTY
+527.3%
+621.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | 0.0% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -3.1% | +10.8% | -14.0% | -6.5% |
| 3M | +4.4% | +26.8% | -22.4% | -4.0% |
| 6M | +16.1% | +39.3% | -23.2% | +2.8% |
| YTD | +20.6% | +31.6% | -11.0% | +8.3% |
| 1Y | +22.9% | +47.7% | -24.8% | +5.9% |
| 3Y | +55.2% | +19.9% | +35.3% | +39.7% |
| 5Y | +41.1% | -32.3% | +73.4% | +50.1% |
| 10Y | +167.0% | +138.4% | +28.5% | +84.0% |
| All | +1,148.9% | +527.3% | +621.5% | +495.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling