+2,926.4%
V vs IJR
+522.8%
+2,403.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.2% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | +2.0% | -2.4% | +4.4% | +3.7% |
| 3M | +17.4% | +3.9% | +13.4% | +13.9% |
| 6M | +17.5% | +12.4% | +5.1% | +7.5% |
| YTD | +7.6% | +21.5% | -13.9% | -7.0% |
| 1Y | +7.7% | +24.0% | -16.3% | -8.5% |
| 3Y | +54.7% | +49.7% | +5.0% | +11.5% |
| 5Y | +73.0% | +39.7% | +33.4% | +29.8% |
| 10Y | +390.9% | +169.0% | +221.8% | +114.3% |
| All | +2,926.4% | +522.8% | +2,403.7% | +611.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling