+1,055.9%
IJH vs VMC
+648.0%
+407.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | +0.3% |
| 7D | -0.7% | -5.3% | +4.6% | +1.5% |
| 30D | -3.8% | -12.3% | +8.4% | +1.3% |
| 3M | 0.0% | -10.3% | +10.3% | +4.0% |
| 6M | +8.8% | -8.6% | +17.3% | +11.9% |
| YTD | +13.5% | -11.9% | +25.4% | +18.0% |
| 1Y | +15.4% | -13.9% | +29.3% | +20.9% |
| 3Y | +50.9% | +18.2% | +32.8% | +37.5% |
| 5Y | +47.8% | +47.7% | 0.0% | +21.9% |
| 10Y | +183.1% | +152.5% | +30.6% | +77.0% |
| All | +1,055.9% | +648.0% | +407.8% | +249.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling