+216.5%
IJR vs VTEB
+25.5%
+191.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.2% |
| 7D | -2.2% | -0.9% | -1.2% | -1.4% |
| 30D | -4.6% | -2.5% | -2.1% | -2.6% |
| 3M | +0.2% | -3.0% | +3.2% | +2.7% |
| 6M | +14.7% | -2.1% | +16.8% | +16.8% |
| YTD | +18.9% | -1.5% | +20.3% | +20.5% |
| 1Y | +19.9% | +0.2% | +19.8% | +20.0% |
| 3Y | +53.0% | +8.6% | +44.5% | +43.8% |
| 5Y | +40.9% | +1.2% | +39.7% | +38.5% |
| 10Y | +171.1% | +18.1% | +153.0% | +208.0% |
| All | +216.5% | +25.5% | +191.0% | +319.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling