+1,148.9%
IJR vs ROL
+7,105.1%
-5,956.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.3% |
| 7D | +0.9% | -3.4% | +4.4% | +2.4% |
| 30D | -3.1% | -6.9% | +3.8% | -0.2% |
| 3M | +4.4% | -24.6% | +29.0% | +17.1% |
| 6M | +16.1% | -39.5% | +55.7% | +43.0% |
| YTD | +20.6% | -41.1% | +61.7% | +49.5% |
| 1Y | +22.9% | -37.9% | +60.8% | +48.1% |
| 3Y | +55.2% | +0.8% | +54.4% | +47.5% |
| 5Y | +41.1% | -4.7% | +45.8% | +33.7% |
| 10Y | +167.0% | +207.9% | -40.9% | +37.9% |
| All | +1,148.9% | +7,105.1% | -5,956.2% | +78.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling