+19.5%
RSP vs IJR
+19.9%
-0.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.4% | +2.2% | +0.2% | +0.9% |
| 30D | +4.3% | +3.8% | +0.4% | +1.8% |
| 3M | -0.3% | -5.7% | +5.4% | +3.4% |
| 6M | +9.8% | +4.6% | +5.2% | +6.4% |
| YTD | +16.8% | +18.0% | -1.1% | +4.5% |
| 1Y | +19.5% | +21.8% | -2.3% | +4.7% |
| All | +19.5% | +19.9% | -0.4% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling