+21.4%
IJR vs VG
-49.4%
+70.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.4% |
| 7D | +0.1% | -7.7% | +7.8% | +0.4% |
| 30D | +2.6% | -8.8% | +11.5% | +2.9% |
| 3M | -4.3% | -15.6% | +11.3% | -3.9% |
| 6M | +2.7% | +5.2% | -2.5% | +1.6% |
| YTD | +18.5% | +76.9% | -58.5% | +9.6% |
| 1Y | +20.1% | +42.5% | -22.4% | +13.1% |
| All | +21.4% | -49.4% | +70.8% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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