+39.1%
IJH vs VCIT
+4.3%
+34.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.2% | -0.5% | +0.7% | +0.7% |
| 30D | +2.1% | +1.5% | +0.7% | +0.5% |
| 3M | -3.6% | -1.0% | -2.7% | -2.6% |
| 6M | +1.8% | -1.7% | +3.5% | +3.7% |
| YTD | +14.1% | -1.4% | +15.5% | +15.9% |
| 1Y | +15.9% | -0.9% | +16.8% | +17.2% |
| 3Y | +59.7% | +19.8% | +39.9% | +34.3% |
| 5Y | +39.1% | +4.6% | +34.5% | +15.3% |
| All | +39.1% | +4.3% | +34.7% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling