+686.4%
IJR vs VNQ
+386.3%
+300.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -2.2% | -1.3% | -0.9% | -1.4% |
| 30D | -4.6% | -2.6% | -2.0% | -3.1% |
| 3M | +0.2% | -2.0% | +2.3% | +1.3% |
| 6M | +14.7% | +4.3% | +10.4% | +11.5% |
| YTD | +18.9% | +9.2% | +9.6% | +12.2% |
| 1Y | +19.9% | +5.6% | +14.3% | +15.7% |
| 3Y | +53.0% | +30.8% | +22.2% | +29.6% |
| 5Y | +40.9% | +8.0% | +32.9% | +34.0% |
| 10Y | +171.1% | +63.7% | +107.4% | +101.7% |
| All | +686.4% | +386.3% | +300.2% | +179.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling