+69.7%
V vs IJR
+39.2%
+30.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | +0.2% |
| 7D | -2.9% | -1.1% | -1.8% | -2.3% |
| 30D | +1.9% | -3.6% | +5.5% | +3.9% |
| 3M | +13.2% | +2.3% | +10.9% | +11.6% |
| 6M | +16.7% | +14.3% | +2.4% | +7.8% |
| YTD | +5.4% | +19.3% | -13.9% | -5.2% |
| 1Y | +7.7% | +22.6% | -14.9% | -4.8% |
| 3Y | +52.0% | +53.5% | -1.5% | +14.0% |
| All | +69.7% | +39.2% | +30.5% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling