+1,148.9%
IJR vs ROP
+2,815.3%
-1,666.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | +0.7% |
| 7D | +0.9% | -5.4% | +6.3% | +3.7% |
| 30D | -3.1% | -1.6% | -1.5% | -2.5% |
| 3M | +4.4% | +18.8% | -14.4% | -5.4% |
| 6M | +16.1% | +8.2% | +7.9% | +9.7% |
| YTD | +20.6% | -10.5% | +31.1% | +24.5% |
| 1Y | +22.9% | -23.7% | +46.6% | +37.5% |
| 3Y | +55.2% | -17.9% | +73.1% | +66.3% |
| 5Y | +41.1% | -15.3% | +56.4% | +47.3% |
| 10Y | +167.0% | +133.4% | +33.6% | +62.8% |
| All | +1,148.9% | +2,815.3% | -1,666.4% | +152.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling