+1,245.4%
VUG vs IJR
+741.3%
+504.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | +0.2% |
| 7D | +0.9% | +0.9% | -0.1% | +0.2% |
| 30D | -1.4% | -3.1% | +1.7% | +0.8% |
| 3M | +2.3% | +4.4% | -2.1% | -0.8% |
| 6M | +15.7% | +16.1% | -0.5% | +4.1% |
| YTD | +8.6% | +20.6% | -12.0% | -5.0% |
| 1Y | +14.1% | +22.9% | -8.8% | -1.8% |
| 3Y | +87.9% | +55.2% | +32.7% | +35.0% |
| 5Y | +76.3% | +41.1% | +35.2% | +36.0% |
| 10Y | +409.7% | +167.0% | +242.7% | +137.8% |
| All | +1,245.4% | +741.3% | +504.1% | +175.2% |
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