+168.1%
IJR vs VFC
-69.1%
+237.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.8% | -0.8% |
| 7D | -2.2% | -1.4% | -0.8% | -1.8% |
| 30D | -4.6% | -9.0% | +4.4% | -2.0% |
| 3M | +0.2% | -24.2% | +24.4% | +7.8% |
| 6M | +14.7% | -18.5% | +33.2% | +19.8% |
| YTD | +18.9% | -25.9% | +44.7% | +27.2% |
| 1Y | +19.9% | -13.0% | +32.9% | +20.7% |
| 3Y | +53.0% | -20.3% | +73.4% | +37.3% |
| 5Y | +40.9% | -78.1% | +118.9% | +114.4% |
| All | +168.1% | -69.1% | +237.2% | +247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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