+168.1%
IJR vs VEU
+155.0%
+13.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.5% |
| 7D | -2.2% | -1.4% | -0.7% | -0.7% |
| 30D | -4.6% | -0.4% | -4.2% | -4.2% |
| 3M | +0.2% | +2.5% | -2.3% | -2.6% |
| 6M | +14.7% | +11.1% | +3.6% | +1.8% |
| YTD | +18.9% | +16.5% | +2.3% | 0.0% |
| 1Y | +19.9% | +22.9% | -3.0% | -4.6% |
| 3Y | +53.0% | +73.4% | -20.4% | -15.8% |
| 5Y | +40.9% | +56.1% | -15.2% | -13.2% |
| All | +168.1% | +155.0% | +13.1% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling