+472.5%
IJR vs VIG
+614.0%
-141.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.4% |
| 7D | -1.1% | -1.2% | +0.1% | +0.3% |
| 30D | -3.6% | -2.8% | -0.8% | -0.2% |
| 3M | +2.3% | +2.5% | -0.1% | -0.7% |
| 6M | +14.3% | +8.1% | +6.3% | +4.0% |
| YTD | +19.3% | +9.6% | +9.7% | +6.8% |
| 1Y | +22.6% | +14.2% | +8.5% | +4.6% |
| 3Y | +53.5% | +56.1% | -2.6% | -9.5% |
| 5Y | +39.9% | +62.8% | -22.9% | -21.4% |
| 10Y | +172.1% | +248.2% | -76.1% | -39.3% |
| All | +472.5% | +614.0% | -141.5% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling