+609.6%
VLO vs IJR
+38.0%
+571.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | +4.0% | -2.3% | +6.3% | +5.5% |
| 30D | +19.0% | -4.7% | +23.7% | +22.6% |
| 3M | +50.0% | +2.1% | +47.8% | +47.4% |
| 6M | +79.1% | +13.9% | +65.3% | +62.1% |
| YTD | +140.3% | +18.2% | +122.0% | +111.6% |
| 1Y | +148.3% | +21.8% | +126.5% | +113.4% |
| 3Y | +194.6% | +52.2% | +142.4% | +113.5% |
| 5Y | +609.6% | +40.1% | +569.5% | +435.7% |
| All | +609.6% | +38.0% | +571.6% | +435.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling