+1,115.0%
RSP vs IJR
+1,079.9%
+35.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.4% |
| 7D | -0.4% | +0.9% | -1.3% | -1.1% |
| 30D | -1.5% | -3.1% | +1.6% | +1.0% |
| 3M | +4.8% | +4.4% | +0.4% | +1.1% |
| 6M | +10.3% | +16.1% | -5.9% | -2.4% |
| YTD | +14.1% | +20.6% | -6.5% | -2.1% |
| 1Y | +17.0% | +22.9% | -5.8% | -1.3% |
| 3Y | +54.2% | +55.2% | -1.0% | +5.5% |
| 5Y | +51.5% | +41.1% | +10.4% | +10.8% |
| 10Y | +204.4% | +167.0% | +37.4% | +26.0% |
| All | +1,115.0% | +1,079.9% | +35.1% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling