+516.4%
IJH vs VIG
+615.8%
-99.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.1% |
| 7D | -1.9% | -1.1% | -0.8% | -0.6% |
| 30D | -4.6% | -2.7% | -1.9% | -1.4% |
| 3M | -1.2% | +2.5% | -3.7% | -4.1% |
| 6M | +9.4% | +9.2% | +0.2% | -1.5% |
| YTD | +13.3% | +9.8% | +3.5% | +1.5% |
| 1Y | +13.4% | +12.4% | +1.0% | -1.1% |
| 3Y | +50.4% | +55.9% | -5.5% | -10.5% |
| 5Y | +49.0% | +63.9% | -15.0% | -16.0% |
| 10Y | +182.6% | +249.1% | -66.5% | -34.3% |
| All | +516.4% | +615.8% | -99.4% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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