+78.0%
V vs IJR
+61.8%
+16.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.9% | +2.2% | -1.2% | 0.0% |
| 30D | +9.0% | +3.8% | +5.1% | +7.4% |
| 3M | +16.7% | -5.7% | +22.5% | +19.5% |
| 6M | +33.4% | +4.6% | +28.8% | +30.6% |
| YTD | +22.4% | +18.0% | +4.4% | +13.4% |
| 1Y | +27.7% | +21.8% | +5.9% | +16.7% |
| 3Y | +78.0% | +61.1% | +16.9% | +53.0% |
| All | +78.0% | +61.8% | +16.2% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling