+118.1%
IJR vs ROKU
+875.4%
-757.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.3% | -2.6% | +0.3% | -2.0% |
| 30D | -4.7% | +2.1% | -6.8% | -4.9% |
| 3M | +2.1% | +31.8% | -29.7% | -1.3% |
| 6M | +13.9% | +53.3% | -39.4% | +7.9% |
| YTD | +18.2% | +42.1% | -23.8% | +12.8% |
| 1Y | +21.8% | +62.3% | -40.5% | +14.2% |
| 3Y | +52.2% | +84.6% | -32.5% | +36.1% |
| 5Y | +40.1% | -53.1% | +93.2% | +33.0% |
| All | +118.1% | +875.4% | -757.4% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling