+53.0%
IJR vs ROKU
+83.2%
-30.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -2.2% | -0.4% | -1.7% | -2.1% |
| 30D | -4.6% | +2.1% | -6.7% | -5.0% |
| 3M | +0.2% | +29.5% | -29.3% | -4.7% |
| 6M | +14.7% | +53.8% | -39.1% | +5.3% |
| YTD | +18.9% | +42.8% | -23.9% | +10.2% |
| 1Y | +19.9% | +60.7% | -40.8% | +8.4% |
| 3Y | +53.0% | +83.9% | -30.9% | +28.8% |
| All | +53.0% | +83.2% | -30.2% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling