+53.6%
IJR vs ROP
-18.8%
+72.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.6% |
| 7D | -1.1% | -6.1% | +5.0% | +0.8% |
| 30D | -3.6% | -3.4% | -0.3% | -2.7% |
| 3M | +2.3% | +16.7% | -14.4% | -3.9% |
| 6M | +14.3% | +8.1% | +6.3% | +10.5% |
| YTD | +19.3% | -11.7% | +31.0% | +27.2% |
| 1Y | +22.6% | -24.2% | +46.8% | +42.4% |
| All | +53.6% | -18.8% | +72.3% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling