+168.1%
IJR vs VNQ
+64.0%
+104.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | -2.2% | -1.3% | -0.9% | -1.2% |
| 30D | -4.6% | -2.6% | -2.0% | -2.6% |
| 3M | +0.2% | -2.0% | +2.3% | +1.6% |
| 6M | +14.7% | +4.3% | +10.4% | +10.4% |
| YTD | +18.9% | +9.2% | +9.6% | +10.2% |
| 1Y | +19.9% | +5.6% | +14.3% | +14.3% |
| 3Y | +53.0% | +30.8% | +22.2% | +22.3% |
| 5Y | +40.9% | +8.0% | +32.9% | +30.5% |
| All | +168.1% | +64.0% | +104.1% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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