+1,238.7%
VUG vs IJR
+732.2%
+506.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.3% |
| 7D | +0.1% | -1.1% | +1.2% | +0.9% |
| 30D | -1.7% | -3.6% | +1.9% | +0.9% |
| 3M | +2.8% | +2.3% | +0.5% | +1.2% |
| 6M | +13.6% | +14.3% | -0.7% | +3.3% |
| YTD | +8.1% | +19.3% | -11.2% | -4.8% |
| 1Y | +13.1% | +22.6% | -9.5% | -2.5% |
| 3Y | +87.0% | +53.5% | +33.4% | +35.3% |
| 5Y | +76.0% | +39.9% | +36.0% | +36.6% |
| 10Y | +420.5% | +172.1% | +248.4% | +139.5% |
| All | +1,238.7% | +732.2% | +506.5% | +175.9% |
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