+1,164.9%
VST vs IJR
+151.4%
+1,013.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +6.6% | +2.2% | +4.4% | +5.0% |
| 30D | -12.4% | +3.8% | -16.2% | -14.9% |
| 3M | -9.0% | -5.7% | -3.3% | -4.8% |
| 6M | -6.4% | +4.6% | -11.1% | -9.5% |
| YTD | -17.2% | +18.0% | -35.2% | -26.7% |
| 1Y | -22.0% | +21.8% | -43.8% | -32.7% |
| 3Y | +296.7% | +61.1% | +235.6% | +184.7% |
| 5Y | +637.6% | +27.3% | +610.3% | +512.4% |
| All | +1,164.9% | +151.4% | +1,013.5% | +490.6% |
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