+41.1%
IJR vs ROIV
+316.9%
-275.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.8% | -19.5% | -2.5% |
| 7D | +0.9% | +20.2% | -19.2% | -1.0% |
| 30D | -3.1% | +14.1% | -17.3% | -4.6% |
| 3M | +4.4% | +45.6% | -41.2% | +0.4% |
| 6M | +16.1% | +44.1% | -28.0% | +11.5% |
| YTD | +20.6% | +91.2% | -70.6% | +12.4% |
| 1Y | +22.9% | +221.3% | -198.4% | +8.7% |
| 3Y | +55.2% | +229.2% | -174.0% | +35.4% |
| 5Y | +41.1% | +316.5% | -275.4% | +12.6% |
| All | +41.1% | +316.9% | -275.8% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling