+739.4%
IJR vs VO
+821.9%
-82.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.2% |
| 7D | +0.9% | +0.6% | +0.3% | +0.3% |
| 30D | -3.1% | -1.1% | -2.1% | -2.1% |
| 3M | +4.4% | +4.5% | -0.1% | -0.3% |
| 6M | +16.1% | +11.1% | +5.1% | +4.1% |
| YTD | +20.6% | +13.5% | +7.0% | +5.7% |
| 1Y | +22.9% | +14.5% | +8.4% | +6.9% |
| 3Y | +55.2% | +58.1% | -2.9% | -2.3% |
| 5Y | +41.1% | +43.3% | -2.2% | -1.9% |
| 10Y | +167.0% | +193.2% | -26.2% | -9.6% |
| All | +739.4% | +821.9% | -82.5% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling