-42.2%
RIG vs IJH
+184.0%
-226.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -3.0% |
| 7D | -3.1% | -1.9% | -1.2% | -0.3% |
| 30D | -0.5% | -4.6% | +4.1% | +6.8% |
| 3M | -6.0% | -1.2% | -4.8% | -5.2% |
| 6M | -10.1% | +9.4% | -19.5% | -24.5% |
| YTD | +37.3% | +13.3% | +24.0% | +9.2% |
| 1Y | +73.9% | +13.4% | +60.5% | +38.3% |
| 3Y | -30.2% | +50.4% | -80.6% | -64.6% |
| 5Y | +62.5% | +49.0% | +13.5% | -16.4% |
| All | -42.2% | +184.0% | -226.2% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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