+48.1%
IJH vs VFC
-78.2%
+126.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.1% |
| 7D | -1.9% | -1.4% | -0.5% | -1.6% |
| 30D | -4.6% | -9.0% | +4.3% | -2.8% |
| 3M | -1.2% | -24.2% | +23.0% | +4.0% |
| 6M | +9.4% | -18.5% | +27.9% | +12.9% |
| YTD | +13.3% | -25.9% | +39.2% | +18.9% |
| 1Y | +13.4% | -13.0% | +26.4% | +14.1% |
| 3Y | +50.4% | -20.3% | +70.8% | +40.9% |
| All | +48.1% | -78.2% | +126.3% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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