+1,158.3%
IJR vs ROL
+7,292.7%
-6,134.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -0.2% | -1.4% | +1.3% | +0.4% |
| 30D | -2.4% | -4.1% | +1.7% | -0.7% |
| 3M | +3.9% | -22.5% | +26.4% | +15.2% |
| 6M | +12.4% | -37.7% | +50.1% | +36.6% |
| YTD | +21.5% | -39.6% | +61.1% | +49.0% |
| 1Y | +24.0% | -36.0% | +60.0% | +47.5% |
| 3Y | +49.7% | -5.1% | +54.8% | +46.1% |
| 5Y | +39.7% | -3.4% | +43.1% | +31.6% |
| 10Y | +169.0% | +215.2% | -46.2% | +37.5% |
| All | +1,158.3% | +7,292.7% | -6,134.4% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling