+168.1%
IJR vs ROL
+211.6%
-43.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -2.2% | -3.2% | +1.0% | -1.1% |
| 30D | -4.6% | -4.9% | +0.3% | -3.1% |
| 3M | +0.2% | -25.8% | +26.1% | +10.1% |
| 6M | +14.7% | -37.6% | +52.3% | +33.3% |
| YTD | +18.9% | -41.5% | +60.3% | +40.7% |
| 1Y | +19.9% | -39.5% | +59.4% | +39.9% |
| 3Y | +53.0% | +0.1% | +52.9% | +45.9% |
| 5Y | +40.9% | -4.6% | +45.5% | +33.5% |
| All | +168.1% | +211.6% | -43.6% | +55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling