+535.3%
VRT vs IJR
+51.3%
+484.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -4.5% |
| 7D | -7.7% | -2.3% | -5.4% | -4.8% |
| 30D | -12.0% | -4.7% | -7.3% | -6.2% |
| 3M | -11.7% | +2.1% | -13.8% | -13.1% |
| 6M | -8.1% | +13.9% | -21.9% | -20.4% |
| YTD | +53.2% | +18.2% | +35.0% | +26.8% |
| 1Y | +81.7% | +21.8% | +59.8% | +45.5% |
| All | +535.3% | +51.3% | +484.0% | +332.7% |
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 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