+150.3%
IJR vs VT
+222.7%
-72.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.5% |
| 7D | +2.3% | +2.9% | -0.6% | -0.9% |
| 30D | +2.2% | -2.5% | +4.7% | +5.1% |
| 3M | -5.3% | -3.3% | -2.0% | -1.7% |
| 6M | +4.3% | +1.5% | +2.7% | +2.1% |
| YTD | +18.0% | +11.4% | +6.6% | +3.8% |
| 1Y | +19.2% | +11.9% | +7.3% | +4.3% |
| 3Y | +61.1% | +73.9% | -12.8% | -14.3% |
| 5Y | +27.3% | +57.9% | -30.5% | -24.0% |
| All | +150.3% | +222.7% | -72.4% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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