+758.0%
IJH vs VNQ
+386.3%
+371.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -1.9% | -1.3% | -0.6% | -1.1% |
| 30D | -4.6% | -2.6% | -2.1% | -3.2% |
| 3M | -1.2% | -2.0% | +0.9% | -0.2% |
| 6M | +9.4% | +4.3% | +5.1% | +6.5% |
| YTD | +13.3% | +9.2% | +4.1% | +7.3% |
| 1Y | +13.4% | +5.6% | +7.8% | +9.5% |
| 3Y | +50.4% | +30.8% | +19.6% | +28.0% |
| 5Y | +49.0% | +8.0% | +41.0% | +41.7% |
| 10Y | +182.6% | +63.7% | +118.9% | +113.6% |
| All | +758.0% | +386.3% | +371.7% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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