+19.9%
IJR vs ROL
-37.8%
+57.7%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -2.2% | -3.2% | +1.0% | -1.9% |
| 30D | -4.6% | -4.9% | +0.3% | -4.1% |
| 3M | +0.2% | -25.8% | +26.1% | +3.4% |
| 6M | +14.7% | -37.6% | +52.3% | +21.3% |
| YTD | +18.9% | -41.5% | +60.3% | +26.9% |
| 1Y | +19.9% | -39.5% | +59.4% | +29.0% |
| All | +19.9% | -37.8% | +57.7% | +29.0% |
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