+302.0%
TRV vs IJR
+172.1%
+130.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.5% | +1.8% |
| 7D | +1.9% | -2.2% | +4.1% | +3.2% |
| 30D | +1.7% | -4.6% | +6.3% | +4.5% |
| 3M | +23.9% | +0.2% | +23.7% | +23.4% |
| 6M | +26.3% | +14.7% | +11.6% | +15.8% |
| YTD | +30.8% | +18.9% | +12.0% | +17.2% |
| 1Y | +36.3% | +19.9% | +16.4% | +21.1% |
| 3Y | +145.0% | +53.0% | +92.0% | +82.0% |
| 5Y | +163.9% | +40.9% | +123.0% | +102.0% |
| All | +302.0% | +172.1% | +130.0% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling