+38.4%
IGV vs IJH
+49.7%
-11.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.3% |
| 7D | -2.9% | -1.9% | -1.1% | -1.4% |
| 30D | -1.5% | -4.6% | +3.1% | +2.5% |
| 3M | +11.7% | -1.2% | +12.8% | +12.7% |
| 6M | +18.4% | +9.4% | +9.0% | +9.0% |
| YTD | -3.9% | +13.3% | -17.3% | -14.5% |
| 1Y | -9.7% | +13.4% | -23.0% | -19.6% |
| 3Y | +38.4% | +50.4% | -12.0% | -1.8% |
| All | +38.4% | +49.7% | -11.3% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 3y: compounded portfolio wealth divided by compounded IJH 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…
3y analysis · Full analysis span regression · 6 months rolling