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  • ORLY vs IJR✓SelectedUSD · IJRORLY vs IJR performance historyLatest closeAs of+0.36%09/11
Stock and ETF performance explorer

ORLY vs IJR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+18,455.7%
IJR return
+1,125.8%
Excess return
+17,329.8%
Maximum drawdown
-45.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIJRExcessAlpha
1D+0.4%+0.5%-0.2%0.0%
7D-2.4%-2.2%-0.2%-1.0%
30D-6.8%-4.6%-2.2%-4.1%
3M-4.8%+0.2%-5.0%-5.0%
6M-9.1%+14.7%-23.8%-16.7%
YTD-5.9%+18.9%-24.8%-15.9%
1Y-20.4%+19.9%-40.3%-29.6%
3Y+36.6%+53.0%-16.4%-0.3%
5Y+117.3%+40.9%+76.5%+63.2%
10Y+362.7%+171.1%+191.6%+108.0%
All+18,455.7%+1,125.8%+17,329.8%+2,082.7%

Cumulative growth

Daily Returns

Daily percentage return beside IJR.

Daily Out/Under-Performance

Portfolio return minus IJR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IJR 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 IJR 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