+1,135.5%
IJR vs VRSN
+179.7%
+955.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.5% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | -3.6% | -1.9% | -1.7% | -3.3% |
| 3M | +2.3% | +1.4% | +0.9% | +1.6% |
| 6M | +14.3% | +19.0% | -4.7% | +9.0% |
| YTD | +19.3% | +19.2% | +0.1% | +13.3% |
| 1Y | +22.6% | +1.7% | +20.9% | +20.8% |
| 3Y | +53.5% | +41.4% | +12.1% | +38.9% |
| 5Y | +39.9% | +31.7% | +8.3% | +28.0% |
| 10Y | +172.1% | +290.3% | -118.2% | +94.8% |
| All | +1,135.5% | +179.7% | +955.7% | +574.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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