+1,124.6%
IJR vs VTR
+8,514.6%
-7,390.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.3% |
| 7D | -2.3% | -1.8% | -0.5% | -1.7% |
| 30D | -4.7% | +4.0% | -8.7% | -6.0% |
| 3M | +2.1% | +7.8% | -5.7% | -1.0% |
| 6M | +13.9% | +6.4% | +7.5% | +10.6% |
| YTD | +18.2% | +18.3% | -0.1% | +10.5% |
| 1Y | +21.8% | +33.9% | -12.1% | +8.7% |
| 3Y | +52.2% | +134.3% | -82.1% | +10.1% |
| 5Y | +40.1% | +90.3% | -50.1% | +7.5% |
| 10Y | +169.7% | +100.1% | +69.5% | +82.5% |
| All | +1,124.6% | +8,514.6% | -7,390.0% | +322.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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