+143.6%
VLO vs IJR
+25.5%
+118.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +5.2% | -0.2% | +5.4% | +5.2% |
| 30D | +22.6% | -2.4% | +25.0% | +22.6% |
| 3M | +43.8% | +3.9% | +39.8% | +43.6% |
| 6M | +65.7% | +12.4% | +53.4% | +65.1% |
| YTD | +131.1% | +21.5% | +109.6% | +122.0% |
| 1Y | +143.6% | +24.0% | +119.7% | +130.4% |
| All | +143.6% | +25.5% | +118.1% | +130.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling