+488.5%
IJH vs VEU
+185.0%
+303.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | +0.2% |
| 7D | -2.5% | -1.9% | -0.6% | -0.8% |
| 30D | -5.0% | -0.7% | -4.3% | -4.4% |
| 3M | +0.5% | +4.9% | -4.3% | -3.7% |
| 6M | +8.2% | +9.8% | -1.6% | -0.8% |
| YTD | +12.5% | +15.3% | -2.9% | -1.4% |
| 1Y | +14.4% | +23.0% | -8.7% | -5.2% |
| 3Y | +49.5% | +73.5% | -24.0% | -8.2% |
| 5Y | +47.8% | +54.5% | -6.7% | +0.7% |
| 10Y | +180.4% | +150.4% | +30.0% | +29.7% |
| All | +488.5% | +185.0% | +303.5% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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