+489.1%
IJH vs VT
+357.6%
+131.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +0.6% |
| 7D | +0.6% | +0.4% | +0.3% | +0.3% |
| 30D | +1.3% | -2.6% | +3.9% | +4.0% |
| 3M | -4.1% | -3.2% | -0.8% | -0.9% |
| 6M | +1.1% | +0.9% | +0.2% | 0.0% |
| YTD | +13.6% | +11.3% | +2.3% | +1.8% |
| 1Y | +16.0% | +14.0% | +2.0% | +1.5% |
| 3Y | +60.9% | +75.8% | -14.9% | -8.2% |
| 5Y | +37.9% | +57.8% | -19.9% | -11.9% |
| 10Y | +180.1% | +219.8% | -39.7% | -7.0% |
| All | +489.1% | +357.6% | +131.5% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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