+23.6%
IJR vs VG
-38.0%
+61.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.9% | -0.8% |
| 7D | +0.9% | -2.5% | +3.4% | +1.0% |
| 30D | -3.1% | +11.1% | -14.2% | -3.6% |
| 3M | +4.4% | +14.9% | -10.5% | +3.5% |
| 6M | +16.1% | +18.4% | -2.2% | +13.6% |
| YTD | +20.6% | +116.6% | -96.0% | +10.9% |
| 1Y | +22.9% | +9.4% | +13.5% | +20.1% |
| All | +23.6% | -38.0% | +61.6% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling