+577.3%
IJH vs VCLT
+100.6%
+476.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.7% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | -5.0% | -1.1% | -3.9% | -4.8% |
| 3M | +0.5% | -3.7% | +4.2% | +1.3% |
| 6M | +8.2% | -4.0% | +12.3% | +9.2% |
| YTD | +12.5% | -3.4% | +15.8% | +13.3% |
| 1Y | +14.4% | -4.1% | +18.5% | +15.4% |
| 3Y | +49.5% | +11.0% | +38.5% | +47.2% |
| 5Y | +47.8% | -17.0% | +64.8% | +46.0% |
| 10Y | +180.4% | +16.7% | +163.7% | +198.1% |
| All | +577.3% | +100.6% | +476.7% | +901.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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