+598.0%
IJR vs VWO
+320.5%
+277.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -2.2% | -1.8% | -0.4% | -1.0% |
| 30D | -4.6% | -0.1% | -4.5% | -4.5% |
| 3M | +0.2% | +2.2% | -2.0% | -1.4% |
| 6M | +14.7% | +8.8% | +6.0% | +8.2% |
| YTD | +18.9% | +12.4% | +6.5% | +9.6% |
| 1Y | +19.9% | +15.6% | +4.4% | +8.6% |
| 3Y | +53.0% | +62.5% | -9.5% | +10.8% |
| 5Y | +40.9% | +34.3% | +6.6% | +15.0% |
| 10Y | +171.1% | +114.8% | +56.3% | +63.9% |
| All | +598.0% | +320.5% | +277.5% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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