+2,235.4%
VGT vs IJR
+724.9%
+1,510.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.4% |
| 7D | -1.0% | -2.3% | +1.3% | +0.8% |
| 30D | -0.4% | -4.7% | +4.2% | +3.3% |
| 3M | +6.6% | +2.1% | +4.5% | +5.0% |
| 6M | +31.0% | +13.9% | +17.2% | +18.9% |
| YTD | +27.2% | +18.2% | +9.0% | +12.1% |
| 1Y | +34.5% | +21.8% | +12.6% | +15.6% |
| 3Y | +123.1% | +52.2% | +71.0% | +60.2% |
| 5Y | +135.1% | +40.1% | +95.0% | +80.8% |
| 10Y | +803.4% | +169.7% | +633.7% | +304.7% |
| All | +2,235.4% | +724.9% | +1,510.5% | +331.6% |
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