+938.6%
IGV vs IJH
+934.5%
+4.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.3% |
| 7D | -5.4% | -2.5% | -2.9% | -3.1% |
| 30D | -2.6% | -5.0% | +2.4% | +2.2% |
| 3M | +10.5% | +0.5% | +10.0% | +9.8% |
| 6M | +18.2% | +8.2% | +9.9% | +9.1% |
| YTD | -4.2% | +12.5% | -16.7% | -14.9% |
| 1Y | -9.8% | +14.4% | -24.2% | -21.2% |
| 3Y | +39.1% | +49.5% | -10.4% | -6.3% |
| 5Y | +21.2% | +47.8% | -26.6% | -16.5% |
| 10Y | +361.5% | +180.4% | +181.1% | +63.0% |
| All | +938.6% | +934.5% | +4.1% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling