+379.1%
V vs IJR
+172.1%
+207.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.5% |
| 7D | -1.2% | -2.2% | +0.9% | +0.2% |
| 30D | +3.1% | -4.6% | +7.7% | +6.2% |
| 3M | +16.3% | +0.2% | +16.1% | +15.9% |
| 6M | +20.4% | +14.7% | +5.7% | +9.5% |
| YTD | +6.3% | +18.9% | -12.6% | -5.7% |
| 1Y | +8.7% | +19.9% | -11.2% | -4.4% |
| 3Y | +53.3% | +53.0% | +0.3% | +11.3% |
| 5Y | +71.1% | +40.9% | +30.2% | +30.4% |
| All | +379.1% | +172.1% | +207.1% | +128.3% |
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