+1,135.5%
IJR vs VFC
+282.5%
+853.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.3% |
| 7D | -1.1% | -2.3% | +1.2% | -0.3% |
| 30D | -3.6% | -13.4% | +9.7% | +1.4% |
| 3M | +2.3% | -23.7% | +26.0% | +11.4% |
| 6M | +14.3% | -24.5% | +38.8% | +23.9% |
| YTD | +19.3% | -27.8% | +47.1% | +30.7% |
| 1Y | +22.6% | -13.5% | +36.1% | +23.6% |
| 3Y | +53.5% | -27.1% | +80.7% | +38.6% |
| 5Y | +39.9% | -79.0% | +118.9% | +111.2% |
| 10Y | +172.1% | -68.7% | +240.8% | +217.5% |
| All | +1,135.5% | +282.5% | +853.0% | +399.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling