+73.4%
IVV vs IJR
+28.0%
+45.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -3.7% | +2.6% | -6.3% | -5.3% |
| 3M | -2.7% | -4.3% | +1.6% | +0.1% |
| 6M | +2.2% | +2.7% | -0.5% | +0.3% |
| YTD | +10.9% | +18.5% | -7.6% | -1.2% |
| 1Y | +11.3% | +20.1% | -8.8% | -1.9% |
| 3Y | +76.9% | +61.7% | +15.1% | +23.1% |
| All | +73.4% | +28.0% | +45.4% | +41.2% |
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