+1,131.0%
IJR vs VTRS
+80.8%
+1,050.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -2.2% | -2.2% | 0.0% | -1.5% |
| 30D | -4.6% | +3.3% | -7.9% | -5.5% |
| 3M | +0.2% | +2.0% | -1.8% | -0.6% |
| 6M | +14.7% | +19.9% | -5.2% | +8.2% |
| YTD | +18.9% | +35.7% | -16.9% | +7.9% |
| 1Y | +19.9% | +68.1% | -48.2% | +2.0% |
| 3Y | +53.0% | +87.1% | -34.1% | +23.7% |
| 5Y | +40.9% | +47.6% | -6.8% | +18.6% |
| 10Y | +171.1% | -48.2% | +219.3% | +179.8% |
| All | +1,131.0% | +80.8% | +1,050.2% | +682.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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