-27.1%
RKT vs IJR
+110.7%
-137.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.7% |
| 7D | -6.3% | -2.2% | -4.1% | -3.8% |
| 30D | -6.2% | -4.6% | -1.6% | -0.7% |
| 3M | -1.9% | +0.2% | -2.1% | -1.3% |
| 6M | -13.0% | +14.7% | -27.7% | -23.9% |
| YTD | -31.9% | +18.9% | -50.8% | -42.5% |
| 1Y | -37.6% | +19.9% | -57.5% | -47.6% |
| 3Y | +36.8% | +53.0% | -16.2% | -10.1% |
| 5Y | -9.7% | +40.9% | -50.6% | -35.6% |
| All | -27.1% | +110.7% | -137.7% | -66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling