+1,115.0%
RSP vs IJH
+1,084.9%
+30.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | -0.4% | +1.0% | -1.4% | -1.3% |
| 30D | -1.5% | -3.1% | +1.6% | +1.3% |
| 3M | +4.8% | +1.9% | +2.9% | +2.9% |
| 6M | +10.3% | +11.0% | -0.7% | +0.1% |
| YTD | +14.1% | +14.7% | -0.7% | +0.3% |
| 1Y | +17.0% | +15.6% | +1.4% | +2.1% |
| 3Y | +54.2% | +52.5% | +1.6% | +3.2% |
| 5Y | +51.5% | +49.1% | +2.4% | +2.4% |
| 10Y | +204.4% | +177.7% | +26.7% | +12.5% |
| All | +1,115.0% | +1,084.9% | +30.2% | +9.6% |
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