+24.2%
IJR vs ROL
-34.1%
+58.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.4% | +1.0% |
| 7D | +2.3% | +14.6% | -12.3% | +0.7% |
| 30D | +2.8% | +29.3% | -26.5% | -0.1% |
| 3M | -4.6% | +2.0% | -6.6% | -4.7% |
| 6M | +5.7% | -28.5% | +34.2% | +12.1% |
| YTD | +19.9% | -35.3% | +55.2% | +28.3% |
| 1Y | +24.2% | -34.7% | +58.9% | +30.9% |
| All | +24.2% | -34.1% | +58.3% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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