+16.9%
IJH vs VMC
-8.5%
+25.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +0.1% | -4.3% | +4.4% | +1.3% |
| 30D | -1.5% | -8.2% | +6.8% | +0.8% |
| 3M | +0.8% | -7.0% | +7.8% | +2.4% |
| 6M | +7.6% | -10.8% | +18.3% | +10.1% |
| YTD | +15.5% | -7.4% | +22.9% | +14.6% |
| 1Y | +16.9% | -9.5% | +26.4% | +17.2% |
| All | +16.9% | -8.5% | +25.4% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling