-27.1%
RKT vs IJH
+111.6%
-138.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.1% |
| 7D | -6.3% | -1.9% | -4.4% | -3.9% |
| 30D | -6.2% | -4.6% | -1.6% | -0.1% |
| 3M | -1.9% | -1.2% | -0.7% | +0.3% |
| 6M | -13.0% | +9.4% | -22.4% | -20.6% |
| YTD | -31.9% | +13.3% | -45.3% | -40.3% |
| 1Y | -37.6% | +13.4% | -51.0% | -45.0% |
| 3Y | +36.8% | +50.4% | -13.6% | -12.8% |
| 5Y | -9.7% | +49.0% | -58.7% | -41.2% |
| All | -27.1% | +111.6% | -138.7% | -70.9% |
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