-2.1%
IGV vs IJR
+25.5%
-27.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -4.5% | -0.2% | -4.3% | -4.4% |
| 30D | +3.2% | -2.4% | +5.6% | +4.7% |
| 3M | +4.5% | +3.9% | +0.6% | +2.5% |
| 6M | +22.1% | +12.4% | +9.7% | +13.8% |
| YTD | -1.0% | +21.5% | -22.5% | -11.9% |
| 1Y | -2.1% | +24.0% | -26.1% | -13.6% |
| All | -2.1% | +25.5% | -27.6% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling