+773.0%
IVV vs IJR
+1,121.6%
-348.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.5% |
| 3M | -2.7% | -4.3% | +1.6% | +0.4% |
| 6M | +2.2% | +2.7% | -0.5% | +0.1% |
| YTD | +10.9% | +18.5% | -7.6% | -2.2% |
| 1Y | +11.3% | +20.1% | -8.8% | -2.9% |
| 3Y | +76.9% | +61.7% | +15.1% | +21.8% |
| 5Y | +73.5% | +28.5% | +44.9% | +40.1% |
| 10Y | +307.4% | +161.6% | +145.8% | +84.3% |
| All | +773.0% | +1,121.6% | -348.7% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling