+17.5%
IJR vs ROKU
+50.4%
-32.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.6% |
| 7D | -3.2% | +2.6% | -5.8% | -3.6% |
| 30D | -1.0% | +5.5% | -6.4% | -1.8% |
| 3M | -7.4% | +9.1% | -16.5% | -8.6% |
| 6M | +0.2% | +28.9% | -28.7% | -3.7% |
| YTD | +15.3% | +47.8% | -32.5% | +7.3% |
| 1Y | +17.5% | +51.8% | -34.3% | +9.7% |
| All | +17.5% | +50.4% | -32.9% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling