+462.4%
IJR vs VEU
+188.7%
+273.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.4% |
| 7D | -1.1% | +0.3% | -1.4% | -1.4% |
| 30D | -3.6% | +0.7% | -4.3% | -4.2% |
| 3M | +2.3% | +4.7% | -2.4% | -2.0% |
| 6M | +14.3% | +11.6% | +2.7% | +3.1% |
| YTD | +19.3% | +16.8% | +2.5% | +3.1% |
| 1Y | +22.6% | +24.9% | -2.3% | 0.0% |
| 3Y | +53.5% | +75.7% | -22.2% | -7.2% |
| 5Y | +39.9% | +56.1% | -16.2% | -6.0% |
| 10Y | +172.1% | +153.6% | +18.4% | +23.3% |
| All | +462.4% | +188.7% | +273.7% | +120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling