+1,232.7%
VST vs IJR
+166.8%
+1,066.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.4% |
| 7D | +5.3% | -1.1% | +6.4% | +6.2% |
| 30D | +5.8% | -3.6% | +9.4% | +8.8% |
| 3M | +3.5% | +2.3% | +1.2% | +1.7% |
| 6M | -7.4% | +14.3% | -21.7% | -16.2% |
| YTD | -6.1% | +19.3% | -25.4% | -17.5% |
| 1Y | -21.6% | +22.6% | -44.2% | -32.7% |
| 3Y | +357.2% | +53.5% | +303.6% | +238.8% |
| 5Y | +777.0% | +39.9% | +737.1% | +581.3% |
| All | +1,232.7% | +166.8% | +1,066.0% | +538.6% |
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