+297.8%
VTI vs IJR
+172.1%
+125.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -0.9% | -2.2% | +1.3% | +0.6% |
| 30D | -1.4% | -4.6% | +3.2% | +1.8% |
| 3M | +3.6% | +0.2% | +3.4% | +3.4% |
| 6M | +13.6% | +14.7% | -1.1% | +3.2% |
| YTD | +12.9% | +18.9% | -5.9% | 0.0% |
| 1Y | +17.2% | +19.9% | -2.7% | +2.9% |
| 3Y | +75.7% | +53.0% | +22.7% | +28.0% |
| 5Y | +75.4% | +40.9% | +34.6% | +34.6% |
| All | +297.8% | +172.1% | +125.7% | +92.8% |
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 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