+481.4%
IJR vs VT
+346.0%
+135.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -1.9% | -2.3% | +0.4% | +0.5% |
| 30D | +0.4% | -5.0% | +5.4% | +5.7% |
| 3M | -6.6% | -4.9% | -1.7% | -1.8% |
| 6M | -0.3% | -1.5% | +1.3% | +1.1% |
| YTD | +15.5% | +8.5% | +7.0% | +5.9% |
| 1Y | +19.2% | +11.4% | +7.8% | +6.5% |
| 3Y | +54.6% | +70.1% | -15.5% | -9.2% |
| 5Y | +23.8% | +53.7% | -30.0% | -19.2% |
| 10Y | +175.0% | +220.0% | -44.9% | -9.8% |
| All | +481.4% | +346.0% | +135.4% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling