+72.4%
IJR vs ROIV
+292.3%
-219.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +0.1% | +14.3% | -14.2% | -1.2% |
| 30D | +2.6% | +16.2% | -13.6% | +1.1% |
| 3M | -4.3% | +15.1% | -19.4% | -5.9% |
| 6M | +2.7% | +44.2% | -41.5% | -1.4% |
| YTD | +18.5% | +89.8% | -71.4% | +10.4% |
| 1Y | +20.1% | +94.6% | -74.5% | +11.6% |
| 3Y | +61.7% | +367.5% | -305.8% | +38.3% |
| 5Y | +28.5% | +421.4% | -392.8% | +1.8% |
| All | +72.4% | +292.3% | -219.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling