+53.0%
IJR vs VTEB
+8.6%
+44.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.1% |
| 7D | -2.2% | -0.9% | -1.2% | -1.0% |
| 30D | -4.6% | -2.5% | -2.1% | -1.6% |
| 3M | +0.2% | -3.0% | +3.2% | +4.0% |
| 6M | +14.7% | -2.1% | +16.8% | +17.9% |
| YTD | +18.9% | -1.5% | +20.3% | +21.4% |
| 1Y | +19.9% | +0.2% | +19.8% | +20.3% |
| 3Y | +53.0% | +8.6% | +44.5% | +32.8% |
| All | +53.0% | +8.6% | +44.5% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 3y: compounded portfolio wealth divided by compounded VTEB 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…
3y analysis · Full analysis span regression · 6 months rolling