+73.0%
IJR vs ROIV
+288.8%
-215.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -2.2% | +16.9% | -19.0% | -3.8% |
| 30D | -4.6% | +12.9% | -17.5% | -5.9% |
| 3M | +0.2% | +37.3% | -37.1% | -3.1% |
| 6M | +14.7% | +38.0% | -23.3% | +10.7% |
| YTD | +18.9% | +88.1% | -69.3% | +11.0% |
| 1Y | +19.9% | +183.3% | -163.3% | +7.5% |
| 3Y | +53.0% | +254.6% | -201.6% | +33.0% |
| 5Y | +40.9% | +309.8% | -269.0% | +12.9% |
| All | +73.0% | +288.8% | -215.7% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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