+168.1%
IJR vs VO
+200.3%
-32.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.3% |
| 7D | -2.2% | -1.5% | -0.6% | -0.5% |
| 30D | -4.6% | -3.0% | -1.6% | -1.3% |
| 3M | +0.2% | +2.8% | -2.6% | -2.8% |
| 6M | +14.7% | +10.9% | +3.8% | +2.4% |
| YTD | +18.9% | +12.5% | +6.4% | +4.6% |
| 1Y | +19.9% | +12.0% | +8.0% | +6.2% |
| 3Y | +53.0% | +56.3% | -3.3% | -4.4% |
| 5Y | +40.9% | +42.9% | -2.1% | -3.4% |
| All | +168.1% | +200.3% | -32.2% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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