+39.8%
IJR vs VRSK
-11.8%
+51.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.2% | -5.2% | +3.0% | -1.0% |
| 30D | -4.6% | -2.3% | -2.3% | -4.3% |
| 3M | +0.2% | -2.9% | +3.2% | +0.2% |
| 6M | +14.7% | -12.8% | +27.5% | +17.8% |
| YTD | +18.9% | -20.8% | +39.7% | +25.4% |
| 1Y | +19.9% | -33.2% | +53.2% | +34.0% |
| 3Y | +53.0% | -26.6% | +79.6% | +60.5% |
| All | +39.8% | -11.8% | +51.6% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 5y: compounded portfolio wealth divided by compounded VRSK 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…
5y analysis · Full analysis span regression · 6 months rolling