+183.1%
IJH vs VCIT
+29.2%
+153.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | -3.8% | -0.5% | -3.3% | -3.4% |
| 3M | 0.0% | -0.9% | +1.0% | +0.9% |
| 6M | +8.8% | -1.9% | +10.7% | +10.8% |
| YTD | +13.5% | -1.0% | +14.5% | +14.7% |
| 1Y | +15.4% | +0.2% | +15.2% | +15.4% |
| 3Y | +50.9% | +19.0% | +31.9% | +30.3% |
| 5Y | +47.8% | +3.1% | +44.7% | +40.5% |
| 10Y | +183.1% | +29.8% | +153.3% | +176.5% |
| All | +183.1% | +29.2% | +153.8% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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