+88.7%
RIG vs IJR
+25.5%
+63.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | +0.9% | -0.2% | +1.0% | +0.9% |
| 30D | +13.8% | -2.4% | +16.2% | +15.3% |
| 3M | -6.4% | +3.9% | -10.3% | -9.4% |
| 6M | -8.2% | +12.4% | -20.6% | -17.9% |
| YTD | +41.6% | +21.5% | +20.2% | +16.4% |
| 1Y | +88.7% | +24.0% | +64.7% | +52.4% |
| All | +88.7% | +25.5% | +63.2% | +52.4% |
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