+12.1%
IJH vs VTEB
+0.7%
+11.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.4% |
| 7D | -3.4% | +1.2% | -4.6% | -5.1% |
| 30D | -3.1% | +4.2% | -7.3% | -9.3% |
| 3M | -6.6% | -0.5% | -6.1% | -2.5% |
| 6M | -1.6% | -0.6% | -1.1% | +2.9% |
| YTD | +9.5% | +0.3% | +9.2% | +13.4% |
| 1Y | +12.1% | +0.8% | +11.3% | +15.8% |
| All | +12.1% | +0.7% | +11.4% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling