+1,054.0%
IJH vs VFC
+292.9%
+761.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.7% |
| 7D | -1.9% | -1.4% | -0.5% | -1.4% |
| 30D | -4.6% | -9.0% | +4.3% | -1.7% |
| 3M | -1.2% | -24.2% | +23.0% | +7.2% |
| 6M | +9.4% | -18.5% | +27.9% | +14.8% |
| YTD | +13.3% | -25.9% | +39.2% | +22.2% |
| 1Y | +13.4% | -13.0% | +26.4% | +13.9% |
| 3Y | +50.4% | -20.3% | +70.8% | +31.4% |
| 5Y | +49.0% | -78.1% | +127.0% | +115.1% |
| 10Y | +182.6% | -67.9% | +250.5% | +221.9% |
| All | +1,054.0% | +292.9% | +761.1% | +377.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling