+52.6%
V vs IJR
+54.3%
-1.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -1.1% | +0.9% | -2.0% | -1.4% |
| 30D | +1.9% | -3.1% | +5.0% | +3.2% |
| 3M | +15.5% | +4.4% | +11.1% | +13.4% |
| 6M | +16.6% | +16.1% | +0.5% | +9.1% |
| YTD | +5.7% | +20.6% | -14.8% | -2.7% |
| 1Y | +8.6% | +22.9% | -14.3% | -1.1% |
| All | +52.6% | +54.3% | -1.7% | +25.7% |
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