+48.1%
IJH vs VSH
+74.2%
-26.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.4% | -0.9% |
| 7D | -1.9% | +4.8% | -6.6% | -3.1% |
| 30D | -4.6% | -0.7% | -3.9% | -4.7% |
| 3M | -1.2% | -43.1% | +41.9% | +12.9% |
| 6M | +9.4% | +91.8% | -82.4% | -18.3% |
| YTD | +13.3% | +131.6% | -118.3% | -21.5% |
| 1Y | +13.4% | +118.1% | -104.7% | -20.6% |
| 3Y | +50.4% | +40.9% | +9.5% | +20.5% |
| All | +48.1% | +74.2% | -26.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 5y: compounded portfolio wealth divided by compounded VSH 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…
5y analysis · Full analysis span regression · 6 months rolling