+1,148.9%
IJR vs VMC
+673.2%
+475.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | 0.0% |
| 7D | +0.9% | -0.5% | +1.5% | +1.1% |
| 30D | -3.1% | -9.1% | +6.0% | +0.8% |
| 3M | +4.4% | -4.1% | +8.6% | +5.7% |
| 6M | +16.1% | -5.5% | +21.7% | +18.0% |
| YTD | +20.6% | -8.9% | +29.5% | +23.8% |
| 1Y | +22.9% | -12.9% | +35.8% | +28.4% |
| 3Y | +55.2% | +22.1% | +33.1% | +39.0% |
| 5Y | +41.1% | +52.7% | -11.6% | +13.7% |
| 10Y | +167.0% | +152.7% | +14.2% | +63.5% |
| All | +1,148.9% | +673.2% | +475.7% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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