+50.5%
RSP vs IJR
+39.8%
+10.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.2% |
| 7D | -1.8% | -1.1% | -0.7% | -1.0% |
| 30D | -2.5% | -3.6% | +1.1% | 0.0% |
| 3M | +3.0% | +2.3% | +0.7% | +1.3% |
| 6M | +8.9% | +14.3% | -5.4% | -1.1% |
| YTD | +13.0% | +19.3% | -6.3% | -0.5% |
| 1Y | +16.2% | +22.6% | -6.4% | +0.3% |
| 3Y | +52.7% | +53.5% | -0.8% | +9.4% |
| 5Y | +50.5% | +39.9% | +10.5% | +13.2% |
| All | +50.5% | +39.8% | +10.6% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling