+24.2%
IJR vs VSXY
+210.1%
-186.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.4% | -7.0% | +0.7% |
| 7D | +2.3% | +14.2% | -11.9% | +1.3% |
| 30D | +2.8% | +21.9% | -19.0% | +1.3% |
| 3M | -4.6% | +22.1% | -26.8% | -6.2% |
| 6M | +5.7% | +116.7% | -111.0% | -2.2% |
| YTD | +19.9% | +101.1% | -81.2% | +11.6% |
| 1Y | +24.2% | +208.0% | -183.9% | +8.4% |
| All | +24.2% | +210.1% | -186.0% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling