-38.4%
RDDT vs IJR
+20.4%
-58.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.8% |
| 7D | +5.1% | -2.8% | +7.9% | +9.1% |
| 30D | -8.8% | -6.1% | -2.7% | -1.0% |
| 3M | +0.2% | -1.4% | +1.6% | +2.8% |
| 6M | +22.7% | +16.3% | +6.4% | +3.0% |
| YTD | -29.4% | +18.1% | -47.4% | -43.8% |
| All | -38.4% | +20.4% | -58.8% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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