+23.1%
IGV vs IJR
+39.9%
-16.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | -0.1% |
| 7D | -2.9% | -2.2% | -0.7% | -1.1% |
| 30D | -1.5% | -4.6% | +3.1% | +2.4% |
| 3M | +11.7% | +0.2% | +11.4% | +11.5% |
| 6M | +18.4% | +14.7% | +3.7% | +5.1% |
| YTD | -3.9% | +18.9% | -22.8% | -17.5% |
| 1Y | -9.7% | +19.9% | -29.6% | -23.2% |
| 3Y | +38.4% | +53.0% | -14.6% | -8.0% |
| All | +23.1% | +39.9% | -16.8% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling