+22.2%
IJR vs VG
-35.7%
+57.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -1.2% |
| 7D | -1.1% | +3.8% | -4.9% | -1.3% |
| 30D | -3.6% | +7.2% | -10.8% | -3.9% |
| 3M | +2.3% | +22.8% | -20.5% | +1.2% |
| 6M | +14.3% | +33.2% | -18.9% | +11.0% |
| YTD | +19.3% | +124.8% | -105.5% | +9.5% |
| 1Y | +22.6% | +15.8% | +6.8% | +19.4% |
| All | +22.2% | -35.7% | +57.9% | +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