+1,055.9%
IJH vs VRSN
+179.7%
+876.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.5% |
| 7D | -0.7% | -1.0% | +0.3% | -0.5% |
| 30D | -3.8% | -1.9% | -1.9% | -3.5% |
| 3M | 0.0% | +1.4% | -1.3% | -0.7% |
| 6M | +8.8% | +19.0% | -10.3% | +3.6% |
| YTD | +13.5% | +19.2% | -5.7% | +7.8% |
| 1Y | +15.4% | +1.7% | +13.7% | +13.6% |
| 3Y | +50.9% | +41.4% | +9.5% | +36.3% |
| 5Y | +47.8% | +31.7% | +16.1% | +35.0% |
| 10Y | +183.1% | +290.3% | -107.2% | +103.2% |
| All | +1,055.9% | +179.7% | +876.1% | +518.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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