+195.0%
VLO vs IJR
+52.1%
+142.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.0% |
| 7D | +5.3% | -2.2% | +7.5% | +6.6% |
| 30D | +18.2% | -4.6% | +22.8% | +21.3% |
| 3M | +53.3% | +0.2% | +53.1% | +52.7% |
| 6M | +70.4% | +14.7% | +55.7% | +54.7% |
| YTD | +143.4% | +18.9% | +124.5% | +115.4% |
| 1Y | +153.0% | +19.9% | +133.1% | +121.9% |
| 3Y | +195.0% | +53.0% | +141.9% | +122.9% |
| All | +195.0% | +52.1% | +142.9% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling