+49.8%
IJH vs VSXY
+37.5%
+12.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.4% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -4.6% | -18.7% | +14.0% | -2.2% |
| 3M | -1.2% | -4.0% | +2.8% | -1.2% |
| 6M | +9.4% | +67.5% | -58.1% | -0.7% |
| YTD | +13.3% | +39.7% | -26.3% | +5.1% |
| 1Y | +13.4% | +180.0% | -166.6% | -6.1% |
| 3Y | +50.4% | +337.3% | -286.8% | +8.0% |
| 5Y | +49.0% | +22.7% | +26.3% | +25.5% |
| All | +49.8% | +37.5% | +12.3% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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