-11.4%
RKT vs IJH
+48.0%
-59.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.2% |
| 7D | -6.3% | -1.9% | -4.4% | -3.7% |
| 30D | -6.2% | -4.6% | -1.6% | +0.5% |
| 3M | -1.9% | -1.2% | -0.7% | +0.5% |
| 6M | -13.0% | +9.4% | -22.4% | -21.4% |
| YTD | -31.9% | +13.3% | -45.3% | -41.1% |
| 1Y | -37.6% | +13.4% | -51.0% | -45.8% |
| 3Y | +36.8% | +50.4% | -13.6% | -18.7% |
| All | -11.4% | +48.0% | -59.4% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling