+2,486.9%
VRT vs IJR
+87.3%
+2,399.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.1% |
| 7D | -8.4% | -2.2% | -6.2% | -6.2% |
| 30D | -10.9% | -4.6% | -6.3% | -6.4% |
| 3M | -13.7% | +0.2% | -13.9% | -13.3% |
| 6M | -4.1% | +14.7% | -18.8% | -15.1% |
| YTD | +58.7% | +18.9% | +39.9% | +36.0% |
| 1Y | +89.6% | +19.9% | +69.7% | +61.5% |
| 3Y | +558.1% | +53.0% | +505.1% | +355.9% |
| 5Y | +953.0% | +40.9% | +912.1% | +711.6% |
| All | +2,486.9% | +87.3% | +2,399.5% | +1,215.3% |
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