+168.1%
IJR vs ROP
+135.6%
+32.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.2% | -4.6% | +2.4% | +0.3% |
| 30D | -4.6% | -1.7% | -2.9% | -3.9% |
| 3M | +0.2% | +17.1% | -16.8% | -9.0% |
| 6M | +14.7% | +10.9% | +3.9% | +6.6% |
| YTD | +18.9% | -12.1% | +31.0% | +25.1% |
| 1Y | +19.9% | -24.2% | +44.2% | +37.4% |
| 3Y | +53.0% | -20.4% | +73.4% | +68.8% |
| 5Y | +40.9% | -15.4% | +56.2% | +47.5% |
| All | +168.1% | +135.6% | +32.4% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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