+39.8%
IJR vs IVZ
+61.1%
-21.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -2.2% | -2.4% | +0.2% | -1.2% |
| 30D | -4.6% | +3.0% | -7.6% | -5.9% |
| 3M | +0.2% | +14.9% | -14.6% | -6.2% |
| 6M | +14.7% | +36.7% | -22.0% | -1.0% |
| YTD | +18.9% | +25.7% | -6.8% | +5.9% |
| 1Y | +19.9% | +47.7% | -27.8% | -0.9% |
| 3Y | +53.0% | +138.8% | -85.8% | -1.9% |
| All | +39.8% | +61.1% | -21.3% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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