+71.7%
IJR vs ROIV
+276.5%
-204.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.1% |
| 7D | +2.2% | +1.7% | +0.5% | +2.0% |
| 30D | +3.8% | +17.6% | -13.7% | +2.2% |
| 3M | -5.7% | +9.0% | -14.7% | -6.8% |
| 6M | +4.6% | +35.3% | -30.6% | +1.1% |
| YTD | +18.0% | +82.2% | -64.2% | +10.4% |
| 1Y | +21.8% | +92.3% | -70.5% | +13.3% |
| 3Y | +61.1% | +336.8% | -275.7% | +38.5% |
| 5Y | +27.3% | +370.6% | -343.3% | +1.3% |
| All | +71.7% | +276.5% | -204.7% | +37.7% |
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