+942.2%
VTI vs IJR
+949.7%
-7.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | -2.0% | -2.3% | +0.3% | -0.3% |
| 30D | -1.9% | -4.7% | +2.7% | +1.6% |
| 3M | +4.5% | +2.1% | +2.4% | +2.8% |
| 6M | +12.6% | +13.9% | -1.3% | +2.0% |
| YTD | +12.0% | +18.2% | -6.2% | -1.5% |
| 1Y | +17.3% | +21.8% | -4.5% | +0.7% |
| 3Y | +75.3% | +52.2% | +23.2% | +25.0% |
| 5Y | +74.0% | +40.1% | +33.9% | +31.2% |
| 10Y | +300.0% | +169.7% | +130.4% | +73.3% |
| All | +942.2% | +949.7% | -7.5% | +36.5% |
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