+52.4%
RSP vs IJR
+52.6%
-0.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.3% |
| 7D | -1.8% | -1.1% | -0.7% | -1.1% |
| 30D | -2.5% | -3.6% | +1.1% | -0.3% |
| 3M | +3.0% | +2.3% | +0.7% | +1.5% |
| 6M | +8.9% | +14.3% | -5.4% | -0.1% |
| YTD | +13.0% | +19.3% | -6.3% | +0.9% |
| 1Y | +16.2% | +22.6% | -6.4% | +1.9% |
| All | +52.4% | +52.6% | -0.2% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling