+29.3%
V vs IJR
+24.2%
+5.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.4% |
| 7D | +9.0% | +2.3% | +6.7% | +8.3% |
| 30D | +18.1% | +2.8% | +15.3% | +17.1% |
| 3M | +18.3% | -4.6% | +23.0% | +19.5% |
| 6M | +34.1% | +5.7% | +28.4% | +31.3% |
| YTD | +25.2% | +19.9% | +5.3% | +15.6% |
| 1Y | +29.3% | +24.2% | +5.2% | +17.8% |
| All | +29.3% | +24.2% | +5.1% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling