+2,826.7%
VRT vs IJR
+90.1%
+2,736.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +4.4% |
| 7D | +13.6% | +0.9% | +12.7% | +12.6% |
| 30D | +6.8% | -3.1% | +9.9% | +10.3% |
| 3M | -3.2% | +4.4% | -7.6% | -6.7% |
| 6M | +20.3% | +16.1% | +4.2% | +5.1% |
| YTD | +79.6% | +20.6% | +59.0% | +51.4% |
| 1Y | +139.0% | +22.9% | +116.1% | +98.3% |
| 3Y | +644.6% | +55.2% | +589.4% | +407.8% |
| 5Y | +1,024.4% | +41.1% | +983.3% | +760.1% |
| All | +2,826.7% | +90.1% | +2,736.6% | +1,364.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling