+715.9%
VTV vs IJR
+729.2%
-13.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.3% |
| 7D | -1.1% | -2.2% | +1.1% | +0.4% |
| 30D | -1.0% | -4.6% | +3.6% | +2.3% |
| 3M | +4.6% | +0.2% | +4.4% | +4.3% |
| 6M | +13.5% | +14.7% | -1.2% | +2.7% |
| YTD | +18.5% | +18.9% | -0.4% | +4.4% |
| 1Y | +22.9% | +19.9% | +2.9% | +7.3% |
| 3Y | +67.8% | +53.0% | +14.8% | +20.1% |
| 5Y | +81.8% | +40.9% | +41.0% | +35.6% |
| 10Y | +233.0% | +171.1% | +61.9% | +44.2% |
| All | +715.9% | +729.2% | -13.3% | +50.7% |
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