+76.9%
IJR vs ROIV
+232.7%
-155.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | -2.4% | +1.0% | -3.4% | -2.6% |
| 3M | +3.9% | +18.3% | -14.4% | +2.1% |
| 6M | +12.4% | +18.3% | -5.9% | +10.2% |
| YTD | +21.5% | +61.0% | -39.5% | +15.3% |
| 1Y | +24.0% | +177.9% | -153.9% | +11.5% |
| 3Y | +49.7% | +199.1% | -149.4% | +32.3% |
| 5Y | +39.7% | +250.7% | -211.0% | +13.9% |
| All | +76.9% | +232.7% | -155.8% | +43.9% |
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