-30.2%
RIG vs IJH
+49.7%
-79.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.7% |
| 7D | -3.1% | -1.9% | -1.2% | -0.9% |
| 30D | -0.5% | -4.6% | +4.1% | +5.2% |
| 3M | -6.0% | -1.2% | -4.8% | -5.4% |
| 6M | -10.1% | +9.4% | -19.5% | -22.3% |
| YTD | +37.3% | +13.3% | +24.0% | +13.3% |
| 1Y | +73.9% | +13.4% | +60.5% | +43.6% |
| 3Y | -30.2% | +50.4% | -80.6% | -57.4% |
| All | -30.2% | +49.7% | -79.9% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling