+82.3%
IVV vs IJR
+39.8%
+42.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.3% |
| 7D | -0.4% | -1.1% | +0.8% | +0.4% |
| 30D | -1.4% | -3.6% | +2.3% | +1.0% |
| 3M | +3.7% | +2.3% | +1.4% | +2.1% |
| 6M | +13.0% | +14.3% | -1.3% | +3.3% |
| YTD | +12.4% | +19.3% | -6.8% | -0.2% |
| 1Y | +18.6% | +22.6% | -4.0% | +3.1% |
| 3Y | +78.1% | +53.5% | +24.5% | +29.5% |
| 5Y | +82.3% | +39.9% | +42.3% | +38.9% |
| All | +82.3% | +39.8% | +42.4% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 5y: compounded portfolio wealth divided by compounded IJR 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…
5y analysis · Full analysis span regression · 6 months rolling