+168.1%
IJR vs VIG
+250.0%
-82.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.3% |
| 7D | -2.2% | -1.1% | -1.1% | -0.9% |
| 30D | -4.6% | -2.7% | -1.9% | -1.4% |
| 3M | +0.2% | +2.5% | -2.3% | -2.7% |
| 6M | +14.7% | +9.2% | +5.5% | +3.4% |
| YTD | +18.9% | +9.8% | +9.0% | +6.5% |
| 1Y | +19.9% | +12.4% | +7.6% | +4.7% |
| 3Y | +53.0% | +55.9% | -2.9% | -7.7% |
| 5Y | +40.9% | +63.9% | -23.1% | -19.4% |
| All | +168.1% | +250.0% | -82.0% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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