+205.8%
RSP vs IJR
+172.1%
+33.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.4% |
| 7D | -1.9% | -2.2% | +0.3% | -0.3% |
| 30D | -2.8% | -4.6% | +1.8% | +0.6% |
| 3M | +2.8% | +0.2% | +2.6% | +2.6% |
| 6M | +10.2% | +14.7% | -4.5% | -0.6% |
| YTD | +13.1% | +18.9% | -5.8% | -0.7% |
| 1Y | +14.8% | +19.9% | -5.2% | -0.1% |
| 3Y | +52.6% | +53.0% | -0.4% | +8.6% |
| 5Y | +51.6% | +40.9% | +10.8% | +13.9% |
| All | +205.8% | +172.1% | +33.8% | +39.5% |
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