+39.8%
IJR vs ROK
+47.1%
-7.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | -0.2% |
| 7D | -2.2% | -1.2% | -0.9% | -1.7% |
| 30D | -4.6% | -4.8% | +0.2% | -2.6% |
| 3M | +0.2% | -6.1% | +6.3% | +2.3% |
| 6M | +14.7% | +15.5% | -0.8% | +6.5% |
| YTD | +18.9% | +11.2% | +7.7% | +11.7% |
| 1Y | +19.9% | +23.8% | -3.9% | +7.4% |
| 3Y | +53.0% | +53.1% | -0.1% | +20.9% |
| All | +39.8% | +47.1% | -7.3% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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