+41.4%
IJR vs ROL
-4.6%
+45.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -1.1% | -3.3% | +2.2% | -0.3% |
| 30D | -3.6% | -7.2% | +3.6% | -1.9% |
| 3M | +2.3% | -27.0% | +29.3% | +10.4% |
| 6M | +14.3% | -39.5% | +53.9% | +29.6% |
| YTD | +19.3% | -41.8% | +61.1% | +36.3% |
| 1Y | +22.6% | -38.9% | +61.5% | +37.8% |
| 3Y | +53.5% | -0.4% | +53.9% | +46.4% |
| All | +41.4% | -4.6% | +45.9% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling