+179.3%
IJH vs ITOT
+303.4%
-124.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | -0.1% |
| 7D | -1.9% | -0.9% | -1.0% | -0.9% |
| 30D | -4.6% | -1.5% | -3.2% | -3.1% |
| 3M | -1.2% | +3.6% | -4.7% | -4.9% |
| 6M | +9.4% | +13.7% | -4.3% | -4.7% |
| YTD | +13.3% | +12.9% | +0.4% | -0.6% |
| 1Y | +13.4% | +17.2% | -3.8% | -4.4% |
| 3Y | +50.4% | +75.6% | -25.2% | -17.9% |
| 5Y | +49.0% | +75.5% | -26.5% | -18.6% |
| All | +179.3% | +303.4% | -124.2% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling