+760.0%
IJH vs VO
+806.0%
-46.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | 0.0% |
| 7D | -2.5% | -2.5% | 0.0% | 0.0% |
| 30D | -5.0% | -3.2% | -1.8% | -1.8% |
| 3M | +0.5% | +3.9% | -3.4% | -3.3% |
| 6M | +8.2% | +9.6% | -1.4% | -1.3% |
| YTD | +12.4% | +11.6% | +0.9% | +0.7% |
| 1Y | +14.4% | +12.6% | +1.8% | +1.6% |
| 3Y | +49.5% | +55.4% | -5.9% | -3.4% |
| 5Y | +47.8% | +41.8% | +6.0% | +4.7% |
| 10Y | +180.4% | +196.4% | -16.0% | -3.1% |
| All | +760.0% | +806.0% | -46.0% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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