+800.0%
VGT vs IJR
+172.1%
+627.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.8% |
| 7D | -0.2% | -2.2% | +2.0% | +1.5% |
| 30D | -0.4% | -4.6% | +4.2% | +3.3% |
| 3M | +4.4% | +0.2% | +4.2% | +4.3% |
| 6M | +32.1% | +14.7% | +17.3% | +19.1% |
| YTD | +28.8% | +18.9% | +9.9% | +13.0% |
| 1Y | +35.3% | +19.9% | +15.4% | +17.8% |
| 3Y | +124.8% | +53.0% | +71.7% | +60.4% |
| 5Y | +137.9% | +40.9% | +97.1% | +81.4% |
| All | +800.0% | +172.1% | +627.9% | +344.5% |
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