-27.0%
RKT vs IJH
+109.9%
-137.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -0.6% |
| 7D | -7.2% | -2.5% | -4.7% | -4.1% |
| 30D | -7.9% | -5.0% | -2.9% | -1.4% |
| 3M | +5.2% | +0.5% | +4.6% | +5.3% |
| 6M | -14.9% | +8.2% | -23.1% | -21.3% |
| YTD | -31.9% | +12.5% | -44.3% | -39.6% |
| 1Y | -36.9% | +14.4% | -51.3% | -45.0% |
| 3Y | +35.7% | +49.5% | -13.8% | -12.8% |
| 5Y | -9.7% | +47.8% | -57.5% | -40.5% |
| All | -27.0% | +109.9% | -137.0% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling